Author:
Dupoyet B.,Fiebig H.R.,Musgrove D.P.
Subject
Condensed Matter Physics,Statistics and Probability
Reference28 articles.
1. How Nature Works: The Science of Self-Organized Criticality;Bak,1996
2. Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets;Dupoyet;Physica A: Statistical Mechanics and its Applications,2010
3. Physics of Finance—Gauge Modelling in Non-equilibrium Pricing;Ilinski,2001
4. Forecasting volatility in financial markets: A review;Poon;Journal of Economic Literature,2003
5. Stylized facts of daily return series and the hidden markov model;Rydén;Journal of Applied Econometrics,1998
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献