Anomalous scaling of stock price dynamics within ARCH-models
| Year of publication: |
2001
|
|---|---|
| Authors: | Roman, H.E. ; Porto, M. ; Giovanardi, N. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 21.2001, 2, p. 155-158
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| Publisher: |
Springer |
| Subject: | PACS. 02.50.Ey Stochastic processes | 05.40.Fb Random walks and Levy flights | 87.23.Ge Dynamics of social systems | 89.90.+n Other topics in areas of applied and interdisciplinary physics |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010556970