Fractional market model and its verification on the warsaw stock exchange

International Journal of Modern Physics C

Volumn 19, Issue 3, 2008, Pages 453-469

  Kozłowska, Marzena ^a   Kasprzak, Andrzej ^a   Kutner, Ryszard ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

Crash; Fractional relaxation equation; Log periodic oscillations; Mittag Leer function; Modern rheology; Power law; Returns; Stock exchange index; Stretched exponential decay; Viscoelastic material

Indexed keywords

EID: 44349102039     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S012918310801225X     Document Type: Conference Paper

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