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DOI10.1016/S0378-4371(02)01198-6zbMath1001.91028arXivcond-mat/0111529MaRDI QIDQ1847473

Josep Perelló, Miquel Montero, Jaume Masoliver

Publication date: 26 November 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0111529

zbMATH Keywords

multiplicative processlinear tick-by-tick data

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Elements for a theory of financial risks
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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