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Empirical realities for a minimal descriptions risky asset model
Chris Heyde,
Shuangzhe Liu
Information Systems
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Keyphrases
Activity Time
33%
Asset Model
100%
Brownian Motion Model
66%
Check-in
33%
Empirical Reality
100%
Financial Derivatives
33%
Fractal Time
66%
Geometric Brownian Motion
100%
Heavy Tails
33%
Highest Peak
33%
Log-returns
66%
Minimal Description
100%
Risky Assets
100%
Scaling Properties
33%
Self-similarity
33%
Mathematics
Brownian Motion Model
66%
Empirical Reality
100%
Fractal
66%
Gaussian Distribution
66%
Geometric Brownian Motion
100%
Heavy Tail
33%
Risky Asset
100%
Scaling Property
33%
Economics, Econometrics and Finance
Industry
33%
Levy Process
100%
Price
33%
Earth and Planetary Sciences
Brownian Motion
100%