Scaling behaviors in differently developed markets
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Publication:1873956
DOI10.1016/S0378-4371(02)01996-9zbMath1072.91565WikidataQ105576219 ScholiaQ105576219MaRDI QIDQ1873956
Michel M. Dacorogna, Tiziana Di Matteo, Tomaso Aste
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
91B26: Auctions, bargaining, bidding and selling, and other market models
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Cites Work
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- Stochastic volatility as a simple generator of apparent financial power laws and long memory
- Turbulence in financial markets: the surprising explanatory power of simple cascade models
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- Introduction to Econophysics
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