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Econophysics and the fractal analysis of financial time series

 a, b,  a, b
a INTRAST Company, ul. Aleksandra Solzhenitsyna 36, build. 1, Moscow, 109004, Russian Federation
b Moscow 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).

Fulltext pdf (179 KB)
Fulltext is also available at DOI: 10.3367/UFNe.0181.201107k.0779
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/
000296148400009
2-s2.0-80054729084
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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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

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