Fractional Market Model And Its Verification On The Warsaw Stock Exchange
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DOI: 10.1142/S012918310801225X
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- Roehner,Bertrand M., 2002. "Patterns of Speculation," Cambridge Books, Cambridge University Press, number 9780521802635, October.
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- Kozłowska, M. & Denys, M. & Wiliński, M. & Link, G. & Gubiec, T. & Werner, T.R. & Kutner, R. & Struzik, Z.R., 2016. "Dynamic bifurcations on financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 126-142.
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Keywords
Mittag-Leffler function; stretched exponential decay; power-law; fractional relaxation equation; log-periodic oscillations; stock exchange index; crash; returns; viscoelastic material; modern rheology; 89.65.-s; 89.90.+n; 95.75.Wx; 46.35.+z;All these keywords.
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