Econophysics and the fractal analysis of financial time series

M.M. Dubovikov^a, b, N.V. Starchenko^a, b
^aINTRAST Company, ul. Aleksandra Solzhenitsyna 36, build. 1, Moscow, 109004, Russian Federation
^bMoscow State Engineering Physics Institute (State University), Kashirskoe shosse 31, Moscow, 115409, Russian Federation

Econophysics and evolutionary economics (Scientific session of the Physical Sciences Division of the Russian Academy of Sciences, 2 November 2010).
Dedicated to the memory of Benoit Mandelbrot (20.11.1924–14.10.2010).

PACS: 05.40.−a, 05.45.Df, 89.65.Gh (all)
DOI: 10.3367/UFNe.0181.201107k.0779
URL: https://ufn.ru/en/articles/2011/7/j/
Web of Science

000296148400009
Scopus

2-s2.0-80054729084
ADS NASA

2011PhyU...54..754D
Citation: Dubovikov M M, Starchenko N V "Econophysics and the fractal analysis of financial time series" Phys. Usp. 54 754–761 (2011)

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PT Journal Article
TI Econophysics and the fractal analysis of financial time series
AU Dubovikov M M
FAU Dubovikov MM
AU Starchenko N V
FAU Starchenko NV
DP 10 Jul, 2011
TA Phys. Usp.
VI 54
IP 7
PG 754-761
RX 10.3367/UFNe.0181.201107k.0779
URL https://ufn.ru/en/articles/2011/7/j/
SO Phys. Usp. 2011 Jul 10;54(7):754-761

Accepted: 2nd, November 2010

Оригинал: Дубовиков М М, Старченко Н В «Эконофизика и фрактальный анализ финансовых временных рядов» УФН 181 779–786 (2011); DOI: 10.3367/UFNr.0181.201107k.0779