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Five Years of Continuous-time Random Walks in Econophysics

Enrico Scalas

Finance from University Library of Munich, Germany

Abstract: This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.

Keywords: Duration; Continuous-time random walk; Fractional calculus; Statistical finance (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
Pages: 14 pages
Date: 2005-01-11
New Economics Papers: this item is included in nep-ets, nep-fin and nep-rmg
Note: Type of Document - pdf; pages: 14. Paper presented at WEHIA 2004.
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0501/0501005.pdf (application/pdf)

Related works:
Chapter: Five Years of Continuous-time Random Walks in Econophysics (2006)
Working Paper: Five Years of Continuous-time Random Walks in Econophysics (2005) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0501005

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