FRACTAL GEOMETRY OF FINANCIAL TIME SERIES

• 1 September 1995
• journal article
• research article
• Published by World Scientific Pub Co Pte Ltd in Fractals
• Vol. 03  (03) , 609-616
• https://doi.org/10.1142/s0218348x95000539

Abstract

Keywords

• BEHAVIOR
• MODELING
• SIMILARITY
• PRICE
• STOCK
• LAGS
• RECORDS
• JUMPS
• ABSOLUTE
• DISTRIBUTIONAL