LONG MEMORY IN STOCK TRADING

DOI10.1142/S0219024904002682zbMath1090.91569arXivcond-mat/0303222MaRDI QIDQ4662050

Andrei V. Leonidov

Publication date: 30 March 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0303222

zbMATH Keywords

continuous time random walklong memoryEconophysics

Mathematics Subject Classification ID

Trade models (91B60)

Cites Work

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• Elements for a theory of financial risks
• Waiting-times and returns in high-frequency financial data: An empirical study
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

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