Pages that link to "Item:Q978611"
From MaRDI portal
The following pages link to The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611):
Displaying 6 items.
- Heterogeneous memorized continuous time random walks in an external force fields (Q478407) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields (Q1783246) (← links)
- Correlated continuous time random walk with time averaged waiting time (Q1783350) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models (Q3386970) (← links)