GONTIS, VYGINTAS; KONONOVICIUS, ALEKSEJUS; REIMANN, STEFAN - In: Advances in Complex Systems (ACS) 15 (2012) su, pp. 1250071-1
We investigate behavior of the continuous stochastic signals above some threshold, bursts, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model applicable for the modeling of absolute return and trading activity in financial...