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Return or stock price differences - MaRDI portal

Return or stock price differences (Q1847473)

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scientific article
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English
Return or stock price differences
scientific article

    Statements

    title
    Return or stock price differences (English)
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    author
    Miquel Montero
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    Josep Perelló
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    Jaume Masoliver
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    published in
    Physica A
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    publication date
    26 November 2002
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    zbMATH Keywords
    linear tick-by-tick data
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    multiplicative process
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    Identifiers

    zbMATH DE Number
    1835507
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    arXiv ID
    cond-mat/0111529
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