Financial time operator for random walk markets

DOI10.1016/j.chaos.2013.08.010zbMath1355.91056OpenAlexW1987257353MaRDI QIDQ508162

Ioannis E. Antoniou, Ilias Gialampoukidis, Karl Gustafson

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2013.08.010

zbMATH Keywords

stock marketfinancial time operatornon-stationary Bernoulli process

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Statistical methods; economic indices and measures (91B82) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items

Age, innovations and time operator of networks, Antieigenvalue analysis for continuum mechanics, economics, and number theory, Time operator of Markov chains and mixing times. Applications to financial data

Cites Work

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