Open AccessMandelbrot Market-Model and Momentum
Author(s) -
Wilhelm Berghorn,
Sascha Otto
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2620112
Subject(s) - mandelbrot set , momentum (technical analysis) , economics , mathematical economics , econometrics , mathematics , statistical physics , physics , financial economics , mathematical analysis , fractal
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