BIBLIOGRAFIA
Testi Citati
AMMON 1899
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COOTNER 1964
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FAMA 1965
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FAMA 1991
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MANDELBROT 1953
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MANDELBROT 1960
Benoît Mandelbrot, The Pareto-Lévy Law and the Distribution of Income, in International Economic Review, 1.2, pp. 79-106
MANDELBROT 1963a
Benoît Mandelbrot, The Variation of Certain Speculative Prices, in The Journal of Business, 36.4, pp. 394-419
MANDELBROT 1967a
Benoît Mandelbrot, How Long is the Coast of Britain? Statistical Self-Similarity and Fractional
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MANDELBROT 1982
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MANDELBROT 1997
Benoit Mandelbrot, A Multifractal Model of Asset Returns, Cowles Foundation Discussion Paper n. 1164
MANDELBROT 2004
Benoit Mandelbrot, The Misbehaviour of Markets: a Fractal View of Risk, Ruin and Reward
MANDELBROT–TAYLOR 1967
Benoît Mandelbrot e Howard M. Taylor, On the Distribution of Stock Price Differences, in Operations Research, 15.6, pp. 1057-1062
MANDELBROT – VAN NESS 1968
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MITCHELL 1913
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Testi Usati per la Consultazione
FAMA 1963
Eugene F. Fama, Mandelbrot and the Stable Paretian Hypothesis, in The Journal of Business, Vol. 36, No. 4, pp. 420-429
HURST 1946
Hurst, H.E.. Instrument-making in Egypt, in Journal of Scientific Instruments 23
HURST 1951
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HURST 1954
Hurst, H.E. Measurement and utilization of the water resources of the Nile Basin, in Proceedings of the Institution of Civil Engineers 3 (Part 3), pp. 1-26
MANDELBROT 1959
Benoît Mandelbrot, Information sans Interpretation dans la Description des Langues Réelles, in Synthese, 11.2, pp. 160-166
MANDELBROT 1961
Benoît Mandelbrot, Stable Paretian Random Functions and the Multiplicative Variation of
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MANDELBROT 1962a
Benoît Mandelbrot, Paretian Distributions and Income Maximization, in The Quarterly Journal of Economics, 76.1, pp. 57-85
MANDELBROT 1963b
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MANDELBROT 1963c
Benoît Mandelbrot, The Stable Paretian Income Distribution when the Apparent Exponent is
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MANDELBROT 1967b
Benoît Mandelbrot, On the Distribution of Stock Price Differences, in Operations Research, 15.6, pp. 1057-1062
MANDELBROT 1967c
Benoît Mandelbrot, The Variation of Some Other Speculative Prices, in The Journal of Business, 40.4, pp. 393-413
MANDELBROT 1968
MANDELBROT 1969
Benoît Mandelbrot, Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite
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MANDELBROT 1975
Benoît Mandelbrot, Stochastic Models for the Earth's Relief, the Shape and the Fractal Dimension
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John P. Nolan, Stable Distributions Models for Heavy Tailed Data, Math/Stat Department American University
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