On the probability distribution of stock returns in the Mike-Farmer model

European Physical Journal B

Volumn 67, Issue 4, 2009, Pages 585-592

  Gu, G F ^a,b   Zhou, W X ^a,b,c  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

[No Author keywords available]

Indexed keywords

BEHAVIORAL MODELS; CUBIC LAWS; DYNAMIC PROCESS; EMPIRICAL REGULARITIES; EXTENSIVE SIMULATIONS; GAUSSIAN; HURST INDICES; LONG MEMORIES; POWER-LAW TAILS; RELATIVE ORDERS; STOCK PRICES; STOCK RETURNS; STUDENT DISTRIBUTIONS; STYLIZED FACTS; TIME-SCALE; TIME-SCALES;

AGRICULTURE; LAWS AND LEGISLATION; STUDENTS;

PROBABILITY DISTRIBUTIONS;

EID: 62549097224     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00052-4     Document Type: Article

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