Emergence of long memory in stock volatility from a modified Mike-Farmer model

EPL

Volumn 86, Issue 4, 2009, Pages

  Gu, Gao Feng ^a,b   Zhou, Wei Xing ^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

EID: 78651382681     PISSN: 02955075     EISSN: 12864854     Source Type: Journal    
DOI: 10.1209/0295-5075/86/48002     Document Type: Article

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