(Mis)behavior of Markets - Yale Math - Yale University
"Our analysis challenges that view by saying that maybe a lot of price movement
is more or less mechanical." The study reinforces the finding of an earlier ...... The
daunting names, "fractional Brownian motion of multifractal time" or the "
Multifractal Model of Asset Returns", are just the first hurdle. Although I got the
gist of the ...