A conditionally exponential decay approach to scaling in finance
Year of publication: |
1999
|
---|---|
Authors: | Weron, Rafal ; Weron, Karina ; Weron, Aleksander |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 264.1999, 3, p. 551-561
|
Publisher: |
Elsevier |
Subject: | Econophysics | Scaling law | CED model | High-frequency data |
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