Anomalous scaling of stock price dynamics within ARCH-models

H.E. Roman, M. Porto and N. Giovanardi

The European Physical Journal B: Condensed Matter and Complex Systems, 2001, vol. 21, issue 2, 155-158

Keywords: PACS. 02.50.Ey Stochastic processes – 05.40.Fb Random walks and Levy flights – 87.23.Ge Dynamics of social systems – 89.90.+n Other topics in areas of applied and interdisciplinary physics (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1007/PL00011121

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