Long memory in stock trading

International Journal of Theoretical and Applied Finance

Volumn 7, Issue 7, 2004, Pages 879-885

  Leonidov, Andrei ^a,b,c  

^a LEBEDEV PHYSICAL INSTITUTE   (Russian Federation)

^b Netcominvest Fin Investment Company   (Russian Federation)

^c INSTITUTE FOR THEORETICAL AND EXPERIMENTAL PHYSICS   (Russian Federation)

Author keywords

Continuous time random walk; Econophysics; Long memory

Indexed keywords

EID: 8744297366     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024904002682     Document Type: Article

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