Work

Long range dependence in financial markets

Year: 2005

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/1-84628-048-6_11

Author: Rama Cont

Institutions: École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1512184319

FWCI: 6.117

Cites: 82

Cited by: 131

Related to: 10