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BIBLIOGRAFIA

Testi Citati

AMMON 1899

O. Ammon, Some social applications of the Doctrine of Probability, “The Journal of Political Economy”, vol. VII, n. 2

BACHELIER 1900

Louis Bachelier, Théorie de la Speculation, in Annales Scientifiques de l’E.N.S. 3a serie, Vol. 17

COOTNER 1964

Cootner, Paul H, The Random Character of Stock Market Prices, Cambridge, MA, MIT Press

FAMA 1965

Eugene F. Fama, The Behavior of Stock-Market Prices, in The Journal of Business, Vol. 38.1, pp. 34-105

FAMA 1991

Eugene F. Fama, Efficient capital markets, in Journal of Finance 46 (5), pp. 1575-1617

FROST & PRECHTER,

A.J. Frost e Robert R. Prechter, La teoria delle onde di Elliott, Trading Library, Milano, 2003

KOLMOGOROV 1940

Andrej N.Kolmogorov, Wienersche spiralen und einige andere interessante kurven im

Hilbertschen raum, in Comptes Rendus de l'Academie des Sciences de l'URSS, Vol. XXVI.

LEVY 1925

Paul Lévy, Calcul des probabilités , Paris: Gauthier-Villars

LEVY 1937

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MANDELBROT 1953

Benoît Mandelbrot, An information theory of the statistical structure of language, in Proceedings of the Symposium on Applications of Communication Theory, Butterworth London, pp. 486-500

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

Dimension, in Science, New Series, 156.3775, pp. 636-638

MANDELBROT 1982

Benoît Mandelbrot, The Fractal Geometry of Nature, W. H. Freeman and co., San Francisco

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

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MANDELBROT – VAN NESS 1968

Benoît Mandelbrot e John W. Van Ness, Fractional Brownian Motions, Fractional Noises and

Applications, in SIAM Review, 10.4, pp. 422-437

MITCHELL 1913

Wesley Clair Mitchell, Business Cycles, University of California Press, 1913

PARETO 1896-1897

Vilfredo Pareto, Cours d’économie politique, vol. I-II, F. Rouge, Lausanne

ZIPF 1949

G. K. Zipf. Human Behavior and the Principle of Least Effort. Addison-Wesley,

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

Hurst, H.E. Long-term storage capacity of reservoirs, in Transactions of the American Society of Civil Engineers 116, 770 - 808

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

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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

Income, in Econometrica, 29.4, pp. 517-543

MANDELBROT 1962a

Benoît Mandelbrot, Paretian Distributions and Income Maximization, in The Quarterly Journal of Economics, 76.1, pp. 57-85

MANDELBROT 1963b

Benoît Mandelbrot, New Methods in Statistical Economics, in Journal of Political Economy, 71.5, pp. 421-440

MANDELBROT 1963c

Benoît Mandelbrot, The Stable Paretian Income Distribution when the Apparent Exponent is

Near Two, in International Economic Review, 4.1, pp. 111-115

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

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MANDELBROT 1969

Benoît Mandelbrot, Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite

Variances, in International Economic Review, 10.1, pp. 82-111

MANDELBROT 1975

Benoît Mandelbrot, Stochastic Models for the Earth's Relief, the Shape and the Fractal Dimension

of the Coastlines, and the Number-Area Rule for Islands, in Proceedings of the National Academy

of Sciences of the United States of America, 72.10, pp. 3825-3828

NOLAN 2014

John P. Nolan, Stable Distributions Models for Heavy Tailed Data, Math/Stat Department American University

PETERS 1994

Edgar E. Peters, Applying Chaos Theory to Investment and Economics, John Wiley & Sons, Inc, New York

VOGT 2004

Paul Vogt, Minimum cost and the emergence of the Zipf-Mandelbrot law, Language Evolution and Computation Research Unit, University of Edinburgh, U.K.

WERON – WERON 2000

Aleksander Weron e Rafal Weron, Fractal Market Hypothesis and Two Power – Law, in Chaos, Solitons and Fractals 11, pp. 289 - 296

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