Dynamical behavior of continuous tick data in futures exchange market

Fractals

Volumn 11, Issue 2, 2003, Pages 131-136

  Kim, Kyungsik ^a   Yoon, Seong Min ^a  

^a Pukyong National University   (South Korea)

Author keywords

Bond Futures; Continuous time Random Walk; Stretched Exponential Function; Survival Probability

Indexed keywords

ACARI;

EID: 0042031120     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X03002142     Document Type: Article

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