Power Law Volatility Auto-Correlations in Stochastic Logistic Systems

Original language	American English
Journal	Computing in Economics and Finance 2002
Volume	202
State	Published - 2002

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Louzoun, Y., & Solomon, S. (2002). Power Law Volatility Auto-Correlations in Stochastic Logistic Systems. Computing in Economics and Finance 2002, 202.

Louzoun, Y. ; Solomon, S. / Power Law Volatility Auto-Correlations in Stochastic Logistic Systems. In: Computing in Economics and Finance 2002. 2002 ; Vol. 202.

@article{e6764ad6d9cb4c9bbd6be5bf49c0f0f4,

title = "Power Law Volatility Auto-Correlations in Stochastic Logistic Systems",

author = "Y. Louzoun and S Solomon",

year = "2002",

language = "American English",

volume = "202",

journal = "Computing in Economics and Finance 2002",

}

Louzoun, Y & Solomon, S 2002, 'Power Law Volatility Auto-Correlations in Stochastic Logistic Systems', Computing in Economics and Finance 2002, vol. 202.

Power Law Volatility Auto-Correlations in Stochastic Logistic Systems. / Louzoun, Y.; Solomon, S.
In: Computing in Economics and Finance 2002, Vol. 202, 2002.

Research output: Contribution to journal › Article › peer-review

TY - JOUR

T1 - Power Law Volatility Auto-Correlations in Stochastic Logistic Systems

AU - Louzoun, Y.

AU - Solomon, S

PY - 2002

Y1 - 2002

M3 - Article

VL - 202

JO - Computing in Economics and Finance 2002

JF - Computing in Economics and Finance 2002

ER -

Louzoun Y, Solomon S. Power Law Volatility Auto-Correlations in Stochastic Logistic Systems. Computing in Economics and Finance 2002. 2002;202.