Zili, M. (2006) On the Mixed Fractional Brownian Motion. Journal of Applied Mathematics and Stochastic Analyses, 2006, Article ID: 32435.
https://doi.org/10.1155/JAMSA/2006/32435

has been cited by the following article:

• TITLE: Could Noise Spectra of Strange Attractors Better Explain Wealth and Income Inequalities? Evidence from the S&P-500 Index

  AUTHORS: C-René Dominique

  KEYWORDS: Income Inequality, Multifractals, Strange Attractors, Singularity Spectrum, Correlation Dimension

  JOURNAL NAME: Modern Economy, Vol.9 No.3, March 22, 2018

  ABSTRACT: Inequity in wealth and income distributions is ubiquitous and persistent in markets economies. Economists have long suspected that this might be due to the workings of a power law. But studies in financial economics have focused mainly on tail exponent while attempting to recover the Pareto and Zipf’s laws. The estimation of tail exponents from log-log plots, as in stock market returns, produces biased estimators and has little impact on policy. This paper argues that economic time series are output signals of a multifractal process driven by strange attractors. Consequently, estimating noise spectra thrown-up by strange attractors stands to produce a much richer set of information, including the lower and upper bounds of unequal income distribution.