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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:
It is part of: Physical Review E, 2007, vol. 76, núm. 5, p. 056105-1-056105-11
ISSN: 1063-651X
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

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