IBM / Standard & Poor / IOP Publishing Ltd / MIT Press / The star / INSTITUTE O F PHYSICS PUBLISHING / /
Country
United States / /
Currency
USD / /
Facility
Yale University / /
IndustryTerm
power-law distribution / by-product / finance/economics / power-law dependence compatible / power-law exponent / appropriate statistical tools / power-law range / power law tails / power law behaviour / economics/finance literature / narrow power-law range / power-law tail distributions / power-law tails / power law tail / power law / nascent quantitative finance community / early applications / finance / power-law probability distributions / main conceptual tools / power-law probability distribution / /
MarketIndex
S&P composite / DJIA / /
NaturalFeature
Mandelbrot falls / /
Organization
US Department of Agriculture / MIT / Yale University / /
Person
Hendrik S Houthakker / William S Morris / Brownian / Benoit B Mandelbrot / Pierre Curie / Louis Bachelier / /
Position
author / M1963 model / model / model / mesofractal / multifractal model / full multifractal model of Mandelbrot / Fisher / motion model / scientist / observer of finance / classical model / Officer / Professor of Mathematical Sciences / /
RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–123 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org