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Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices

dc.contributor.authorHeyde, C C
dc.contributor.authorLiu, Shuangzhe
dc.contributor.authorGay, R
dc.date.accessioned2015-12-13T23:27:03Z
dc.date.available2015-12-13T23:27:03Z
dc.identifier.issn0313-5934
dc.identifier.urihttp://hdl.handle.net/1885/93138
dc.publisherFinancial Services Institute of Australasia
dc.sourceJournal of the Australian Society of Security Analysts (JASSA)
dc.titleFractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume1
dc.date.issued2001
local.identifier.absfor140303 - Economic Models and Forecasting
local.identifier.ariespublicationMigratedxPub26478
local.type.statusPublished Version
local.contributor.affiliationHeyde, C C, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationLiu, Shuangzhe, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationGay, R, Michigan State University
local.bibliographicCitation.startpage29
local.bibliographicCitation.lastpage32
dc.date.updated2015-12-12T09:48:50Z
CollectionsANU Research Publications

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