Markus Porto
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS International Journal of Modern Physics C | 2009-03-02 | Paper |
| Very slowly decaying auto-correlations: application to volatility in financial markets | 2008-04-03 | Paper |
| Self-avoiding walks on self-similar structures: finite versus infinite ramification Journal of Physics A: Mathematical and General | 2004-06-10 | Paper |
| Asset-asset interactions and clustering in financial markets Physica A | 2001-10-23 | Paper |
| Ewald summation of electrostatic interactions of systems with finite extent in two of three dimensions Journal of Physics A: Mathematical and General | 2001-01-14 | Paper |
| scientific article; zbMATH DE number 953081 (Why is no real title available?) | 1997-07-07 | Paper |
Research outcomes over time
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