Brief Commentary on Benoit Mandelbrot Models (Breve Comentario a los Modelos de Mandelbrot)

7 Pages Posted: 26 Feb 2010

See all articles by Fernando Estrada

Fernando Estrada

Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales

Date Written: February 23, 2010

Abstract

In this brief note describes the trajectory of fractal models / multifractal F / M of Benoit Mandelbrot. The promise was discovered by the geometry of Mandelbrot covers a broad area of scientific research fields, from meteorology and dynamics to the individual and collective performance in finance. Mandelbrot's arguments have revealed significant anomalies prevailing paradigms. Is this a new paradigm in Kuhn's sense as stated by the same Mandelbrot?

Note: Downloadable document is in Spanish.

Keywords: Mandelbrot, paradigm, epistemology, financial markets

JEL Classification: B00, B4, B41, C5, C7

Suggested Citation

Estrada, Fernando, Brief Commentary on Benoit Mandelbrot Models (Breve Comentario a los Modelos de Mandelbrot) (February 23, 2010). Available at SSRN: https://ssrn.com/abstract=1558156 or http://dx.doi.org/10.2139/ssrn.1558156

Fernando Estrada (Contact Author)

Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales ( email )

Calle 12 # 0 - 85 Este, Barrio La Candelaria
Bogota, DC Cundinamarca 1267
Colombia
05-71 - 3419900 - ext. 1202 (Phone)

HOME PAGE: http://ideas.repec.org/f/pga454.html

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