First Page | Document Content | |
---|---|---|
![]() Date: 2001-09-14 16:02:39Dimension Time series analysis Dimension theory Statistical dependence Fractional Brownian motion Hurst exponent Fractal Long-range dependency Hausdorff dimension Statistics Stochastic processes Fractals | Add to Reading List |
![]() | Gold, currencies and market efficiencyDocID: 1pkY4 - View Document |
![]() | doi:j.physaDocID: 1oZwf - View Document |
![]() | Sources of Long-Range Dependence Why is the Internet Long-Range Dependent? Richard Clegg () Networks and Nonlinear Dynamics Group, Department of Mathematics, University of YorkDocID: 1oEhY - View Document |
![]() | Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei MaslovDocID: 1aBP6 - View Document |
![]() | Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatiliDocID: 1aovs - View Document |