A conditionally exponential decay approach to scaling in finance

Physica A: Statistical Mechanics and its Applications

Volumn 264, Issue 3-4, 1999, Pages 551-561

  Weron, Rafal ^a   Weron, Karina ^a   Weron, Aleksander ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

02.50. r; 87.10.+e; CED model; Econophysics; High frequency data; Scaling law

Indexed keywords

FINANCE; FRACTALS; INTERNATIONAL TRADE; MATHEMATICAL MODELS; PROBLEM SOLVING;

CONDITIONAL EXPONENTIAL DECAY (CED) MODEL; ECONOPHYSICS; FOREIGN EXCHANGE MARKET; SCALING LAW;

STATISTICAL MECHANICS;

EID: 0033097612     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00547-0     Document Type: Article

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