| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481346 | Physica A: Statistical Mechanics and its Applications | 2012 | 10 Pages |
Abstract
⺠High frequency finance modeling ⺠Semi-Markov models ⺠Time lagged autocorrelation function ⺠First passage time distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Guglielmo D'Amico, Filippo Petroni,