FRACTAL DISTRIBUTION - A probability density function that is statistically self-similar. That is, in d...
FRACTAL MARKET HYPOTHESIS - The fractal market hypothesis states that (1) a market consists of many inv...
See: Alpha, Fractal Distributions, Gaussian. Stability The relative steadiness or safety of a security or fund compared to the market as a whole.
ARCH processes have frequency distributions which have high peaks at the mean and fat-tails, much like fractal distributions. The ARCH model was invented by Robert Engle.
A nonlinear stochastic process, where the variance is time-varying, and a function of the past variance. ARCH processes have frequency distributions which have high peaks at the mean and fat-tails, much like fractal distributions.
Definition: [crh] In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and twDefinition: o. See: Alpha, Fractal Distributions, Gaussian.
Stable Paretian, or Fractal Hypothesis
In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. See: Alpha, Fractal Distributions, Gaussian.
 See also: Organized exchange, Stock symbol, Saving, Expense, Leasing
  
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