Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Document Details

Document Type
Pub Defense Publication
Publication Date
Nov 01, 2016
Source ID
10.1016/j.physa.2016.06.143

Entities

People

  • A. Kononovicius
  • B. Podobnik
  • H. Eugene Stanley
  • S. Havlin
  • V. Gontis

Organizations

  • National Science Foundation
  • United States Department of Energy