Share price evolution as stationary, dependent continuous-time random walk

Acta Physica Polonica A

Volumn 117, Issue 4, 2010, Pages 669-672

  Gubiec, T ^a   Kutner, R ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS TIME SYSTEMS;

CONTINUOUS TIME RANDOM WALKS; EMPIRICAL DATA; FINANCIAL DATA; SHARE PRICE; SHORT-RANGE CORRELATIONS; SIMPLE MODELING;

FINANCIAL MARKETS;

EID: 77951437635     PISSN: 05874246     EISSN: 1898794X     Source Type: Journal    
DOI: 10.12693/APhysPolA.117.669     Document Type: Conference Paper

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