Anomalous scaling of stock price dynamics within ARCH-models.

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

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Journal Article

Anomalous scaling of stock price dynamics within ARCH-models.

MPS-Authors

/persons/resource/persons184895

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

/persons/resource/persons184864

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

External Resource

No external resources are shared

Fulltext (restricted access)

There are currently no full texts shared for your IP range.

Fulltext (public)

There are no public fulltexts stored in PuRe

Supplementary Material (public)

There is no public supplementary material available

Citation

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

Abstract

There is no abstract available