Stable Paretian, or Fractal Hypothesis

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. Bloomberg Financial Dictionary
See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Stable Paretian Hypothesis — In the characteristic function of the fractal family of distributions, the characteristic exponent alpha can range between one and two. Bloomberg Financial Dictionary See: alpha, fractal distributions, Gaussian. Bloomberg Financial Dictionary …   Financial and business terms

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