On discrete stochastic processes with long-lasting time dependence in the variance

European Physical Journal B

Volumn 66, Issue 1, 2008, Pages 137-148

  Queiros S M D ^a  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS; FIRST-PASSAGE TIME; LEVERAGE EFFECTS; LONG LASTINGS; MULTI-SCALING; NUMERICAL PROCEDURES; PROBABILITY DENSITIES; SELF CORRELATIONS; STATISTICAL PROPERTIES; STOCHASTIC PROCESS;

PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

RANDOM VARIABLES;

EID: 59449083571     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2008-00387-2     Document Type: Article

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