Power Law Volatility Auto-Correlations in Stochastic Logistic Systems

Yoram Louzoun and Sorin Solomon

No 202, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: stochastic; logistic; power (search for similar items in EconPapers)
JEL-codes: C G (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-rmg
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:202

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