Pezzo, Rosanna; Uberti, Mariacristina Approaches to forecasting volatility: Models and their performances for emerging equity markets. (English) Zbl 1142.91560 Chaos Solitons Fractals 29, No. 3, 556-565 (2006). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{R. Pezzo} and \textit{M. Uberti}, Chaos Solitons Fractals 29, No. 3, 556--565 (2006; Zbl 1142.91560) Full Text: DOI
Weron, Aleksander; Weron, Rafał Fractal market hypothesis and two power-laws. (English) Zbl 1160.91363 Chaos Solitons Fractals 11, No. 1-3, 289-296 (2000). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Weron} and \textit{R. Weron}, Chaos Solitons Fractals 11, No. 1--3, 289--296 (2000; Zbl 1160.91363) Full Text: DOI