A fractional perspective to financial indices

The application of mathematical methods and computer algorithms in the analysis of economic and financial data series aims to give empirical descriptions of the hidden relations between many complex or unknown variables and systems. This strategy overcomes the requirement for building models based o...

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Bibliographic Details
Main Author: Machado, J. A. Tenreiro (author)
Format: article
Language:eng
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10400.22/5484
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/5484