Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices
| Collections | ANU Research Publications |
|---|---|
| Date published: | 2001 |
| Type: | Journal article |
| URI: | http://hdl.handle.net/1885/93138 |
| Source: | Journal of the Australian Society of Security Analysts (JASSA) |
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