Profit profiles in correlated markets

DOI10.1016/S0378-4371(02)01024-5zbMath1001.91040arXivcond-mat/0104305OpenAlexW2047649063MaRDI QIDQ1847475

Ingve Simonsen, Kim Sneppen

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/0104305

zbMATH Keywords

fractional Brownian motionHurst exponentfinancial market

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Measuring anti-correlations in the nordic electricity spot market by wavelets

Cites Work

• Unnamed Item
• Measuring anti-correlations in the nordic electricity spot market by wavelets
• Introduction to Econophysics

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