Price fluctuations and market activity

DOI10.1016/S0378-4371(01)00288-6zbMath0974.91028OpenAlexW2125072949WikidataQ59315570 ScholiaQ59315570MaRDI QIDQ5947872

Vasiliki Plerou, L. A. N. Amaral, Parameswaran Gopikrishnan, Xavier Gabaix, H. Eugene Stanley

Publication date: 23 October 2001

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

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00288-6

zbMATH Keywords

long-range volatility correlationstransaction number

Mathematics Subject Classification ID

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Cites Work

• Unnamed Item
• Varieties of long memory models
• The Price Variability-Volume Relationship on Speculative Markets
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
• Power laws in economics and finance: some ideas from physics
• Introduction to Econophysics

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