Long correlations and Levy models applied to the study of memory effects in high frequency (tick) data

✍ Scribed by M.C. Mariani; I. Florescu; M.P. Beccar Varela; E. Ncheuguim

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 602 KB
• Volume: 388
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2008.12.038