Scaling, correlations, and cascades in f
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Joseph L. McCauley
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Article
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2003
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Elsevier Science
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English
β 137 KB
The question of information cascades in ΓΏnance appears in the literature. We use the dynamics of Kolmogorov's 1962 (K62) turbulence model, an example of multia ne scaling, to illustrate how evidence for di usion from large to small length scales, or correspondingly an information cascade from large