Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets
Year of publication: |
2006-09-30
|
---|---|
Authors: | Bassler, Kevin E. ; McCauley, Joseph L. ; Gunaratne, Gemunu H. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Nonstationary increments | autocorrelations | scaling | Hurst exponents | Markov process |
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