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ANTICORRELATIONS AND SUBDIFFUSION IN FINANCIAL SYSTEMS - MaRDI portal

ANTICORRELATIONS AND SUBDIFFUSION IN FINANCIAL SYSTEMS

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DOI10.1142/S0219525903000839zbMath1134.91463OpenAlexW1674823826MaRDI QIDQ5703248

Kestutis Staliunas

Publication date: 8 November 2005

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525903000839

zbMATH Keywords

nonlinear dynamics finance statistics econophysics anticorrelations

Mathematics Subject Classification ID

Cites Work

Elements for a theory of financial risks

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