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Fractals and Scaling in Finance

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Cover of 'Fractals and Scaling in Finance'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
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    Chapter 2 Discontinuity and scaling: their scope and likely limitations
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    Chapter 3 New methods in statistical economics
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    Chapter 4 Sources of inspiration and historical background
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    Chapter 5 States of randomness from mild to wild, and concentration from the short to the long run
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    Chapter 6 Self-similarity and panorama of self-affinity
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    Chapter 7 Rank-size plots, Zipf’s law, and scaling
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    Chapter 8 Proportional growth with or without diffusion, and other explanations of scaling
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    Chapter 9 A case against the lognormal distribution
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    Chapter 10 L-stable model for the distribution of income
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    Chapter 11 L-stability and multiplicative variation of income
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    Chapter 12 Scaling distributions and income maximization
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    Chapter 13 Industrial concentration and scaling
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    Chapter 14 The variation of certain speculative prices
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    Chapter 15 The variation of the prices of cotton, wheat, and railroad stocks, and of some financial rates
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    Chapter 16 Mandelbrot on price variation
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    Chapter 17 Comments by P. H. Cootner, E. Parzen, and W. S. Morris (1960s) and responses
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    Chapter 18 Computation of the L-stable distributions
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    Chapter 19 Nonlinear forecasts, rational bubbles, and martingales
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    Chapter 20 Limitations of efficiency and of martingale models
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    Chapter 21 Self-affine variation in fractal time
Attention for Chapter 7: Rank-size plots, Zipf’s law, and scaling
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Citations

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Chapter title
Rank-size plots, Zipf’s law, and scaling
Chapter number 7
Book title
Fractals and Scaling in Finance
Published by
Springer, New York, NY, January 1997
DOI 10.1007/978-1-4757-2763-0_7
Book ISBNs
978-1-4419-3119-1, 978-1-4757-2763-0
Authors

Benoit B. Mandelbrot

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 17 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Japan 1 6%
Taiwan 1 6%
Brazil 1 6%
Unknown 14 82%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 12 71%
Student > Bachelor 1 6%
Professor 1 6%
Student > Master 1 6%
Researcher 1 6%
Other 1 6%
Readers by discipline Count As %
Economics, Econometrics and Finance 3 18%
Computer Science 3 18%
Business, Management and Accounting 2 12%
Agricultural and Biological Sciences 1 6%
Biochemistry, Genetics and Molecular Biology 1 6%
Other 5 29%
Unknown 2 12%