Trading activity as driven Poisson process: Comparison with empirical data

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 15, 2008, Pages 3891-3896

  Gontis, V ^a   Kaulakys, B ^a   Ruseckas, J ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Financial markets; Point processes; Stochastic equations; Trading activity

Indexed keywords

DIFFERENTIAL EQUATIONS; FINANCIAL DATA PROCESSING; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES;

FINANCIAL MARKETS; POINT PROCESSES; STOCHASTIC EQUATIONS; TRADING ACTIVITY;

POISSON EQUATION;

EID: 42649106815     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.02.078     Document Type: Article

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