• Corpus ID: 202735559

The geometry that describes the shape of coastlines and the patterns of galaxies also elucidates how stock prices soar and plummet by

@inproceedings{Mandelbrot2007TheGT,
  title={The geometry that describes the shape of coastlines and the patterns of galaxies also elucidates how stock prices soar and plummet by},
  author={Benoit B. Mandelbrot},
  year={2007}
}

References

A Multifractal Model of Asset Returns
This paper presents the multifractal model of asset returns ("MMAR"), based upon the pioneering research into multifractal measures by Mandelbrot (1972, 1974). The multifractal model incorporates two