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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Masoliver, Jaume, 1951- |
dc.contributor.author | Montero Torralbo, Miquel |
dc.contributor.author | Weiss, George H. (George Herbert), 1930- |
dc.date | 2011-07-07T12:53:06Z |
dc.date | 2011-07-07T12:53:06Z |
dc.date | 2003 |
dc.identifier.citation | 1063-651X |
dc.identifier.citation | 512390 |
dc.identifier.uri | http://hdl.handle.net/2445/18803 |
dc.format | 10 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | The American Physical Society |
dc.relation | Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.67.021112 |
dc.relation | Physical Review E, 2003, vol. 67, núm. 2, p. 021112-01-021112-10 |
dc.relation | http://dx.doi.org/10.1103/PhysRevE.67.021112 |
dc.rights | (c) American Physical Society, 2003 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Anàlisi de sèries temporals |
dc.subject | Estadística financera |
dc.subject | Rutes aleatòries (Matemàtica) |
dc.subject | Time-series analysis |
dc.subject | Financial statistics |
dc.subject | Random walks (Mathematics) |
dc.title | Continuous-time random-walk model for financial distributions |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract |