andreoli.caravenna.ea:12:scaling¶
BibTeX Entry:
@article{andreoli.caravenna.ea:12:scaling,
author = {Andreoli, Alessandro and Caravenna, Francesco and Dai Pra, Paolo and Posta, Gustavo},
doi = {10.1239/aap/1354716588},
fjournal = {Advances in Applied Probability},
issn = {0001-8678},
journal = {Adv. in Appl. Probab.},
mrclass = {60H30 (60G44 62P05 91G70)},
mrnumber = {3052848},
number = {4},
pages = {1018--1051},
title = {Scaling and multiscaling in financial series: a simple model},
url = {https://doi.org/10.1239/aap/1354716588},
volume = {44},
year = {2012}
}