|
Volumn 314, Issue 1-4, 2002, Pages 756-761
|
Volatility in financial markets: Stochastic models and empirical results
|
Author keywords
Econophysics; Stochastic processes; Volatility
|
Indexed keywords
ECONOMICS;
MATHEMATICAL MODELS;
PROBABILITY DENSITY FUNCTION;
RANDOM PROCESSES;
FINANCIAL MARKETS;
FINANCE;
|
EID: 0036949915
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4371(02)01187-1 Document Type: Conference Paper |
Times cited : (76)
|
References (9)
|