EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search
  • On discrete stochastic process...
  • More details
Cover Image

On discrete stochastic processes with long-lasting time dependence in the variance

Year of publication:
2008
Authors: Queirós, S. M.D.
Published in:
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 66.2008, 1, p. 137-148
Publisher: Springer
Subject: 05.90.+m Other topics in statistical physics | thermodynamics | and nonlinear dynamical systems | 05.40.-a Fluctuation phenomena | random processes | noise | and Brownian motion | 89.90.+n Other topics in areas of applied and interdisciplinary physics
Saved in:
  • More details
Extent:
text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10009281573
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • A nonextensive approach to the dynamics of financial observables

      Queirós, S. M.D., (2007)

    • Statistics of the gravitational force in various dimensions of space: from Gaussian to Lévy laws

      Chavanis, P. H., (2009)

    • Fractional approach, quantum statistics, and non-crystalline solids at very low temperatures

      Lenzi, E. K., (2008)

    • More ...
    Similar items by person
    • Are all highly liquid securities within the same class?

      Queirós, S. M.D., (2007)

    • A nonextensive approach to the dynamics of financial observables

      Queirós, S. M.D., (2007)

    • On the connection between financial processes with stochastic volatility and nonextensive statistical mechanics

      Queirós, S. M.D., (2005)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...