Multiplicative point process as a model of trading activity

Physica A: Statistical Mechanics and its Applications

Volumn 343, Issue 1-4, 2004, Pages 505-514

  Gontis, V ^a   Kaulakys, B ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

1 f noise; Econophysics; Financial markets; Point processes; Stochastic processes

Indexed keywords

FINANCE; MARKETING; PARETO PRINCIPLE; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

1/F NOISE; ECONOPHYSICS; FINANCIAL MARKETS; POINT PROCESSES;

POINT CONTACTS;

EID: 4544362466     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.05.080     Document Type: Article

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