Scaling in stock market data: Stable laws and beyond. (English) Zbl 0979.91037
Dubrulle, B. (ed.) et al., Scale invariance and beyond. Papers from the workshop, Les Houches, France, March 10-14, 1997. Berlin: Springer. Centre de Physique des Houches. Publications. 7, 75-85 (1997).
From the introduction: We show how the concepts of scale invariance and scaling behavior may be usefully applied in the framework of a statistical approach to the study of financial data, pointing out at the same time the limits of such an approach.
For the entire collection see [Zbl 0948.00059].
For the entire collection see [Zbl 0948.00059].
MSC:
| 91B28 | Finance etc. (MSC2000) |
| 82C99 | Time-dependent statistical mechanics (dynamic and nonequilibrium) |
