Price fluctuations and market activity

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 137-143

  Gopikrishnan, P ^a   Plerou, V ^a   Gabaix, X ^b   Amaral, L A N ^a   Stanley, H E ^a  

^a USA   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Anomalous diffusion; Econophysics; Stochastic volatility; Subordinate processes

Indexed keywords

CORRELATION METHODS; RANDOM PROCESSES;

PRICE FLUCTUATIONS;

ECONOMICS;

EID: 0035471809     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00288-6     Document Type: Conference Paper

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