Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets
Year of publication: |
2006-09-30
|
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Authors: | Bassler, Kevin E. ; McCauley, Joseph L. ; Gunaratne, Gemunu H. |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Bassler, Kevin E. and McCauley, Joseph L. and Gunaratne, Gemunu H. (2006): Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets. |
Classification: | G0 - Financial Economics. General ; C1 - Econometric and Statistical Methods: General |
Source: | BASE |
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