Relative fractional dynamics of stock markets
This paper analyses motion of stock markets (SM) in the perspective of fractional calculus and introduces the concept of relative fractional dynamics. The SM are characterized by long-range correlations and persistent memory. These features are found in natural and artificial systems and are well mo...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/9450 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/9450 |