SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The variation of certain speculative prices · Study

ChapterShelves

ChapterThe variation of certain speculative prices

Benoît B. Mandelbrot1997

Chapter1997

The variation of certain speculative prices

Benoît B. Mandelbrot

4,468 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 4,468 citations exist upstream.

Cited by

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1976Option pricing when underlying stock returns are discontinuous 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1992ARCH modeling in finance 2003Modeling and Forecasting Realized Volatility 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2001Empirical properties of asset returns: stylized facts and statistical issues 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

Details

Year1997

Typechapter

Published1997-01-01

VenueSpringer eBooks

Languageen

Citations4,468

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1007/978-1-4757-2763-0_14

openalex_workW2076209196

Links

Imported from OpenAlex (CC0) — nothing here is generated.