Time and foreign exchange markets-Reference-Cited by-同舟云学术

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Time and foreign exchange markets

Published:2005-08 Issue: Volume:353 Page:403-412
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Berardi Luca,Serva Maurizio

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference12 articles.

1. Continuous-Time Finance;Merton,1992

2. ARCH models as diffusion approximations;Nelson;J. Econometrics,1990

3. Fractional calculus and continuous-time finance II;Mainardi;Physica A,2000

4. Fractional calculus and continuous-time finance;Scalas;Physica A,2000

5. Modeling Financial Time Series;Taylor,1986

Cited by 2 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

1. Statistical properties of agent-based models in markets with continuous double auction mechanism;Physica A: Statistical Mechanics and its Applications;2010-04

2. Time-evolving distribution of time lags between commercial airline disasters;Physica A: Statistical Mechanics and its Applications;2006-04

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