A model for foreign exchange markets based on glassy Brownian systems-Reference-Cited by-同舟云学术

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A model for foreign exchange markets based on glassy Brownian systems

Published:2017-12-05 Issue:12 Volume:12 Page:e0188814
ISSN:1932-6203
Container-title:PLOS ONE
language:en
Short-container-title:PLoS ONE

Author:

Sánchez-Granero M. A.^ORCID,Trinidad-Segovia J. E.,Clara-Rahola J.,Puertas A. M.,De las Nieves F. J.

Funder

Universitat Oberta de Catalunya

Consejo Superior de Investigaciones Científicas

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference62 articles.

1. The Behavior of Stock-Market Prices;EF Fama;Journal of Business,1965

2. Handbook of statistics, Financial statistics;JB McDonald,1996

3. The Variation of Certain Speculative Prices;BB Mandelbrot;Journal of Business,1963

4. A compound events model for security prices;SJ Press;Jornal of Business,1967

5. Chebyshev polynomial approximations and characteristic function estimation;DB Madan;Journal of the Royal Statistical Society,1987

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