Dynamical model describing stock market price distributions

Physica A: Statistical Mechanics and its Applications

Volumn 283, Issue 3, 2000, Pages 559-567

  Masoliver, Jaume ^a   Montero, Miquel ^a   Porrà, Josep M ^a,b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b SVB SA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; FUNCTIONS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

CHARACTERISTIC FUNCTION; DYNAMICAL MODEL; LEVY DISTRIBUTIONS; PRICE VOLATILITY; STOCK MARKET PRICE DISTRIBUTIONS;

SALES;

EID: 0034250509     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00117-5     Document Type: Article

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