Volatility, persistence, and survival in financial markets

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 72, Issue 5, 2005, Pages

  Constantin, M ^a   Sarma, S Das ^a  

^a Bldg 142   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STOCK PRICES; TURBULENT FLUIDS;

COSTS; MARKETING; PROBABILITY; RANDOM PROCESSES; STATISTICAL METHODS; TURBULENT FLOW;

FINANCE;

EID: 28844438012     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.72.051106     Document Type: Article

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