Renormalization and fixed points in finance, since 1962
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DOI: 10.1016/S0378-4371(98)00520-2
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References listed on IDEAS
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- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.
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Cited by:
- Gregory G. Brunk, 2003. "Swarming of innovations, fractal patterns, and the historical time series of US patents," Scientometrics, Springer;Akadémiai Kiadó, vol. 56(1), pages 61-80, January.
- Antoniou, Antonios & Vorlow, Constantinos E., 2005. "Price clustering and discreteness: is there chaos behind the noise?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 389-403.
- Leontitsis, Alexandros & Vorlow, Constantinos E., 2006. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(2), pages 522-530.
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