Extreme times in financial markets

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

Volumn 71, Issue 5, 2005, Pages

  Masoliver, Jaume ^a   Montero, Miquel ^a   Perelló, Josep ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

DATA ACQUISITION; FINANCE; RANDOM PROCESSES; TIME SERIES ANALYSIS;

CONTINUOUS TIME RANDOM WALKS (CTRW); MEAN EXIT TIME (MET); QUADRATIC LAW;

MARKETING;

EID: 33244470397     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.71.056130     Document Type: Article

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