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Physica A: Statistical Mechanics and its Applications

Volumn 306, Issue , 2002, Pages 412-422

Stochastic multiplicative processes for financial markets

(2) Huang, Zhi Feng a Solomon, Sorin b

a UNIVERSITY OF TORONTO (Canada)

b HEBREW UNIVERSITY OF JERUSALEM (Israel)

Author keywords

Multiplicative processes; Power law; Volatility correlations

Indexed keywords

CORRELATION THEORY; ECONOMIC AND SOCIAL EFFECTS; FINANCE; INVARIANCE;

POWER LAWS; VOLATILITY CORRELATIONS;

RANDOM PROCESSES;

EID: 0036539668 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(02)00519-8 Document Type: Conference Paper

Times cited : (24)

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