Five Years of Continuous-time Random Walks in Econophysics

This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.

Year of publication:	2005-01-11
Authors:	Scalas, Enrico
Institutions:	EconWPA
Subject:	Duration \| Continuous-time random walk \| Fractional calculus \| Statistical finance

Extent:	application/pdf
Series:	Finance.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 14. Paper presented at WEHIA 2004. 14 pages
Classification:	G - Financial Economics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005134725