Work

The application of continuous-time random walks in finance and economics

Year: 2005

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2005.11.024

Author: Enrico Scalas

Institution: Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2044449143

FWCI: 32.57

Cites: 144

Cited by: 268

Related to: 10