Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
- V. Gontis
- , S. Havlin
- , A. Kononovicius
- , B. Podobnik
- , H. E. Stanley
- Boston University
- Vilnius University
- University of Rijeka
- Zagreb School of Economics and Management
Research output: Contribution to journal › Article › peer-review
29
Scopus
citations