Scaling symmetry, renormalization, and time series modeling: The case of financial assets dynamics

TitleScaling symmetry, renormalization, and time series modeling: The case of financial assets dynamics
Publication TypeJournal Article
Year of Publication2013
AuthorsZamparo M, Baldovin F, Caraglio M, Stella AL
JournalPhys. Rev. E
Volume88
Pagination062808
Date PublishedDec
URLhttp://link.aps.org/doi/10.1103/PhysRevE.88.062808
DOI10.1103/PhysRevE.88.062808