Matches in SemOpenAlex for { <https://semopenalex.org/work/W3100837055> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W3100837055 endingPage "2348" @default.
- W3100837055 startingPage "2343" @default.
- W3100837055 abstract "The price of financial assets are, since Bachelier, considered to be described by a (discrete or continuous) time sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has been reported in several works. In this letter we investigate the question of scaling transformation of price processes by establishing a new connexion between non-linear group theoretical methods and multifractal methods developed in mathematical physics. Using two sets of financial chronological time series, we show that the scaling transformation is a non-linear group action on the moments of the price increments. Its linear part has a spectral decomposition that puts in evidence a multifractal behavior of the price increments." @default.
- W3100837055 created "2020-11-23" @default.
- W3100837055 creator A5017821913 @default.
- W3100837055 creator A5029103595 @default.
- W3100837055 creator A5032567037 @default.
- W3100837055 date "2000-11-01" @default.
- W3100837055 modified "2023-10-04" @default.
- W3100837055 title "Scaling transformation and probability distributions for financial time series" @default.
- W3100837055 cites W2011483371 @default.
- W3100837055 cites W2023492155 @default.
- W3100837055 cites W2057116804 @default.
- W3100837055 cites W2085125074 @default.
- W3100837055 cites W2112679408 @default.
- W3100837055 doi "https://doi.org/10.1016/s0960-0779(99)00159-9" @default.
- W3100837055 hasPublicationYear "2000" @default.
- W3100837055 type Work @default.
- W3100837055 sameAs 3100837055 @default.
- W3100837055 citedByCount "20" @default.
- W3100837055 countsByYear W31008370552012 @default.
- W3100837055 countsByYear W31008370552015 @default.
- W3100837055 countsByYear W31008370552017 @default.
- W3100837055 countsByYear W31008370552019 @default.
- W3100837055 countsByYear W31008370552020 @default.
- W3100837055 crossrefType "journal-article" @default.
- W3100837055 hasAuthorship W3100837055A5017821913 @default.
- W3100837055 hasAuthorship W3100837055A5029103595 @default.
- W3100837055 hasAuthorship W3100837055A5032567037 @default.
- W3100837055 hasBestOaLocation W31008370551 @default.
- W3100837055 hasConcept C104317684 @default.
- W3100837055 hasConcept C105795698 @default.
- W3100837055 hasConcept C121332964 @default.
- W3100837055 hasConcept C121864883 @default.
- W3100837055 hasConcept C133905733 @default.
- W3100837055 hasConcept C134306372 @default.
- W3100837055 hasConcept C143724316 @default.
- W3100837055 hasConcept C149782125 @default.
- W3100837055 hasConcept C151730666 @default.
- W3100837055 hasConcept C185592680 @default.
- W3100837055 hasConcept C204241405 @default.
- W3100837055 hasConcept C2524010 @default.
- W3100837055 hasConcept C2778112365 @default.
- W3100837055 hasConcept C28826006 @default.
- W3100837055 hasConcept C33923547 @default.
- W3100837055 hasConcept C40636538 @default.
- W3100837055 hasConcept C54355233 @default.
- W3100837055 hasConcept C55493867 @default.
- W3100837055 hasConcept C8272713 @default.
- W3100837055 hasConcept C86803240 @default.
- W3100837055 hasConcept C99844830 @default.
- W3100837055 hasConceptScore W3100837055C104317684 @default.
- W3100837055 hasConceptScore W3100837055C105795698 @default.
- W3100837055 hasConceptScore W3100837055C121332964 @default.
- W3100837055 hasConceptScore W3100837055C121864883 @default.
- W3100837055 hasConceptScore W3100837055C133905733 @default.
- W3100837055 hasConceptScore W3100837055C134306372 @default.
- W3100837055 hasConceptScore W3100837055C143724316 @default.
- W3100837055 hasConceptScore W3100837055C149782125 @default.
- W3100837055 hasConceptScore W3100837055C151730666 @default.
- W3100837055 hasConceptScore W3100837055C185592680 @default.
- W3100837055 hasConceptScore W3100837055C204241405 @default.
- W3100837055 hasConceptScore W3100837055C2524010 @default.
- W3100837055 hasConceptScore W3100837055C2778112365 @default.
- W3100837055 hasConceptScore W3100837055C28826006 @default.
- W3100837055 hasConceptScore W3100837055C33923547 @default.
- W3100837055 hasConceptScore W3100837055C40636538 @default.
- W3100837055 hasConceptScore W3100837055C54355233 @default.
- W3100837055 hasConceptScore W3100837055C55493867 @default.
- W3100837055 hasConceptScore W3100837055C8272713 @default.
- W3100837055 hasConceptScore W3100837055C86803240 @default.
- W3100837055 hasConceptScore W3100837055C99844830 @default.
- W3100837055 hasIssue "14" @default.
- W3100837055 hasLocation W31008370551 @default.
- W3100837055 hasLocation W31008370552 @default.
- W3100837055 hasLocation W31008370553 @default.
- W3100837055 hasOpenAccess W3100837055 @default.
- W3100837055 hasPrimaryLocation W31008370551 @default.
- W3100837055 hasRelatedWork W1041393715 @default.
- W3100837055 hasRelatedWork W1667378831 @default.
- W3100837055 hasRelatedWork W1981728104 @default.
- W3100837055 hasRelatedWork W2038139819 @default.
- W3100837055 hasRelatedWork W2045325682 @default.
- W3100837055 hasRelatedWork W2059736412 @default.
- W3100837055 hasRelatedWork W2073658625 @default.
- W3100837055 hasRelatedWork W2084164906 @default.
- W3100837055 hasRelatedWork W2963550167 @default.
- W3100837055 hasRelatedWork W4283806613 @default.
- W3100837055 hasVolume "11" @default.
- W3100837055 isParatext "false" @default.
- W3100837055 isRetracted "false" @default.
- W3100837055 magId "3100837055" @default.
- W3100837055 workType "article" @default.