Fractality of profit landscapes and validation of time series models for stock prices
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- Bouchaud,Jean-Philippe & Potters,Marc, 2009. "Theory of Financial Risk and Derivative Pricing," Cambridge Books, Cambridge University Press, number 9780521741866, September.
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- Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 223-235.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2013-08-10 (Financial Markets)
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