Stochastic multiplicative processes for financial markets
Year of publication: |
2002
|
---|---|
Authors: | Huang, Zhi-Feng ; Solomon, Sorin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 306.2002, C, p. 412-422
|
Publisher: |
Elsevier |
Subject: | Multiplicative processes | Power law | Volatility correlations |
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