Analysis of price fluctuations in futures exchange markets
Year of publication: |
2008
|
---|---|
Authors: | Lim, Gyuchang ; Kim, SooYong ; Scalas, Enrico ; Kim, Kyungsik ; Chang, Ki-Ho |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 12, p. 2823-2830
|
Publisher: |
Elsevier |
Subject: | Fokker–Planck equation | Drift and diffusion coefficients | Kramers–Moyal coefficient | KTB |
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