Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/18833
Title: Volatility: A hidden Markov process in financial time series
Author: Eisler, Zoltán
Perelló, Josep, 1974-
Masoliver, Jaume, 1951-
Keywords: Física matemàtica
Sistemes no lineals
Mathematical physics
Nonlinear systems
Issue Date: 2007
Publisher: The American Physical Society
Note: Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.76.056105
It is part of: Physical Review E, 2007, vol. 76, núm. 5, p. 056105-1-056105-11
URI: http://hdl.handle.net/2445/18833
ISSN: 1063-651X
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

Files in This Item:
File Description SizeFormat 
554634.pdf506.73 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.