Time-independent models of asset returns revisited

Physica A: Statistical Mechanics and its Applications

Volumn 282, Issue 1, 2000, Pages 304-324

  Gillemot, L ^a,b   Toyli J ^a   Kertesz, J ^a,b   Kaski, K ^a  

^a AALTO UNIVERSITY   (Finland)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

ASSET RETURNS; RANDOM WALK PROCESS; TIME INDEPENDENT MODELS;

ECONOMICS;

EID: 0342954792     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00101-1     Document Type: Article

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