Alternation of different fluctuation regimes in the stock market dynamics
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Publication:1414494
DOI10.1016/j.physa.2003.09.012zbMath1054.91030arXivcond-mat/0306608OpenAlexW2056846043MaRDI QIDQ1414494
J. Speth, S. Drożdż, J. Kwapień
Publication date: 23 November 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0306608
Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)
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