Volatility in the Italian stock market: An empirical study

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 148-155

  Raberto, Marco ^a,c   Scalas, Enrico ^a,d   Cuniberti, Gianaurelio ^a,b   Riani, Massimo ^a,c  

^a INFM   (Italy)

^b MAX PLANCK INSTITUT FÜR PHYSIK KOMPLEXER SYSTEME   (Germany)

^c UNIVERSITY OF GENOA   (Italy)

^d UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; FINANCE; MATHEMATICAL MODELS; RANDOM PROCESSES; RISK MANAGEMENT;

ECONOPHYSICS; RANDOM WALK PROCESSES; STATISTICAL FINANCE;

STATISTICAL MECHANICS;

EID: 0032628659     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00089-8     Document Type: Article

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