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Anomalous scaling of stock price dynamics within ARCH-models.

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Roman,  H. E.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Porto,  M.
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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


Cite as: http://hdl.handle.net/11858/00-001M-0000-002B-38EF-F
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