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Universität zu KölnFachgruppe PhysikTheoretische PhysikAG PortoMarkus Porto

(P14): Very slowly decaying auto-correlations: Application to volatility in financial markets

H.E. Roman and M. Porto, International Journal of Pure and Applied Mathematics 42, 249-254 (2008).
(International Conference `Fourth International Conference of Applied Mathematics and Computing´, Plovdiv, Bulgaria, August 12 to 18, 2007)

Abstract

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