Statistical properties of the volatility of price fluctuations

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 60, Issue 2, 1999, Pages 1390-1400

  Liu, Yanhui ^a   Gopikrishnan, Parameswaran ^a   Cizeau, ^a   Meyer, ^a   Peng, ^a   Stanley, H Eugene ^a  

^a Boston University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001571132     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.60.1390     Document Type: Article

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