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Title: Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Authors:
; ; ; ;
Publication Date:
Grant/Contract Number:
AC07-05Id14517
Type:
Publisher's Accepted Manuscript
Journal Name:
Physica. A
Additional Journal Information:
Journal Name: Physica. A Journal Volume: 462 Journal Issue: C; Journal ID: ISSN 0378-4371
Publisher:
Elsevier
Sponsoring Org:
USDOE
Country of Publication:
Netherlands
Language:
English
OSTI Identifier:
1359737