文件名称:mmar
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Simulates a Multifractal Model of Asset Return using a multiplicative lognormal cascade-Simulates a Multifractal Model of Asset Return using a multiplicative
lognormal cascade
See the following papaer
A Multifractal Model of Asset Returns by B Mandelbrot- 1997
The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!
lognormal cascade
See the following papaer
A Multifractal Model of Asset Returns by B Mandelbrot- 1997
The current implementation uses the generator for the fractional brownian motion from B. Scott Jackson. Many thanks!
相关搜索： multifractal
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下载文件列表
ffGn.m
license.txt
lognormal_cascade.m
mmar.m
license.txt
lognormal_cascade.m
mmar.m