Dynamics of real financial markets: A reply to Frank's comment

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 13, 2008, Pages 3239-3241

  Bassler, Kevin E ^a,b   Gunaratne, Gemunu H ^a,c   McCauley, Joseph L ^a,d  

^a University of Houston   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

^c INSTITUTE OF FUNDAMENTAL STUDIES   (Sri Lanka)

^d NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

Hurst exponents; Markov processes; Stochastic processes; Time series analysis; Variable diffusion

Indexed keywords

HIDDEN MARKOV MODELS; MARKETING; PROBLEM SOLVING; STATISTICS; TIME SERIES ANALYSIS;

DIFFUSION PROCESSES; HURST EXPONENTS; THERMOSTATISTICS; VARIABLE DIFFUSION;

ECONOMIC ANALYSIS;

EID: 40849095834     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.02.009     Document Type: Article

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