Application of Zhangs square root law and herding to financial markets
Year of publication: |
2006
|
---|---|
Authors: | Wagner, Friedrich |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 364.2006, C, p. 369-384
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial market | Volatility | Stochastic processes |
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