Anomalous scaling of stock price dynamics within ARCH-models.

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

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Anomalous scaling of stock price dynamics within ARCH-models.

Roman, H. E., Porto, M., & Giovanardi, N. (2001). Anomalous scaling of stock price dynamics within ARCH-models. European Physical Journal B, 21, 155-158.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-002B-38EF-F Version Permalink: https://hdl.handle.net/11858/00-001M-0000-002B-38F0-9

Genre: Journal Article

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Creators:
Roman, H. E.¹, Author
Porto, M.¹, Author
Giovanardi, N., Author

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1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288

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MPIPKS: PKS_1998_2000

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Dates: Date issued: 2001

Publication Status: Issued

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Identifiers: eDoc: 714734
Other: 41638

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Title: European Physical Journal B

Source Genre: Journal

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Pages: - Volume / Issue: 21 Sequence Number: - Start / End Page: 155 - 158 Identifier: -