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Lisa Borland

  1. The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond
    2005/01/12 by Lisa Borland, Borland, Lisa, Jean‐Philippe Bouchaud +5 · 2 citations
    Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Chaos control and synchronization
  2. A multi-time scale non-Gaussian model of stock returns
    2004/12/20 by Lisa Borland, Borland, Lisa · 2 citations
    Computer Science · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Other Condensed Matter (cond-mat.other) #Statistical Finance (q-fin.ST) #Time Series Analysis and Forecasting