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Father of fractal complexity

Author

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  • Tim Chapman

Abstract

Benoit B Mandelbrot, Sterling Professor of Mathematical Sciences, Yale University; IBM Fellow Emeritus, IBM Thomas J Watson Research Center.

Suggested Citation

  • Tim Chapman, 2003. "Father of fractal complexity," Quantitative Finance, Taylor & Francis Journals, vol. 3(5), pages 88-90.
    • Handle: RePEc:taf:quantf:v:3:y:2003:i:5:p:88-90
    DOI: 10.1088/1469-7688/3/5/601
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    References listed on IDEAS

    as
    1. Benoit Mandelbrot & Howard M. Taylor, 1967. "On the Distribution of Stock Price Differences," Operations Research, INFORMS, vol. 15(6), pages 1057-1062, December.
    2. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
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    Cited by:

    1. Tao, Qizhi & Wei, Yu & Liu, Jiapeng & Zhang, Ting, 2018. "Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 143-153.
    2. Letícia P D Mortoza & José R C Piqueira, 2017. "Measuring complexity in Brazilian economic crises," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-12, March.

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