Aging in financial market
From MaRDI portal
Publication:944810
DOI10.1016/j.chaos.2007.01.048zbMath1142.91714arXivphysics/0606057MaRDI QIDQ944810
Paolo Grigolini, Simone Bianco
Publication date: 10 September 2008
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0606057
91B84: Economic time series analysis
Related Items
Cites Work
- On Mittag-Leffler-type functions in fractional evolution processes
- Waiting-times and returns in high-frequency financial data: An empirical study
- Critical exponents of Fujita type for certain evolution equations and systems with spatio-temporal fractional derivatives
- Random Walks on Lattices. II
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- On measuring volatility of diffusion processes with high frequency data