Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations-Reference-Cited by-同舟云学术

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Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations

Published:2016-05-11 Issue:5 Volume:93 Page:
ISSN:2470-0045
Container-title:Physical Review E
language:en
Short-container-title:Phys. Rev. E

Author:

Rocha Paulo,Raischel Frank,Boto João P.,Lind Pedro G.

Funder

Fundação para a Ciência e a Tecnologia

Deutscher Akademischer Austauschdienst

Publisher

American Physical Society (APS)

Link

http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.93.052122/fulltext

Reference31 articles.

1. The Fokker-Planck Equation

2. Approaching complexity by stochastic methods: From biological systems to turbulence

3. 1/fnoise from nonlinear stochastic differential equations

4. Statistical properties of share volume traded in financial markets

5. Minimal model of financial stylized facts

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3. Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series;Physica D: Nonlinear Phenomena;2018-07

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5. Stochastic modelling of non-stationary financial assets;Chaos: An Interdisciplinary Journal of Nonlinear Science;2017-11

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