ARCH–GARCH approaches to modeling high-frequency financial data
Year of publication: |
2004
|
---|---|
Authors: | Podobnik, Boris ; Ivanov, Plamen Ch. ; Grosse, Ivo ; Matia, Kaushik ; Eugene Stanley, H. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 1, p. 216-220
|
Publisher: |
Elsevier |
Subject: | Stochastic processes | Random walks |
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