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Scaling and correlation in financial data. (1997). Cont, Rama.
In: Papers.
RePEc:arx:papers:cond-mat/9705075.

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  1. The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab. (2012). Kirchler, Michael ; Kleinlercher, Daniel ; Huber, Jurgen.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1248-1266.

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  2. MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL. (2008). Lamba, Harbir ; Seaman, Tim .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  3. Fat tails and volatility clustering in experimental asset markets. (2007). Kirchler, Michael ; Huber, Jurgen.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1844-1874.

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  4. Three Minimal Market Institutions: Theory and Experimental Evidence. (2007). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen.
    In: Working Papers.
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  5. Three Minimal Market Games: Theory and Experimental Evidence. (2007). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001480.

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  6. AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ. (2004). Gligor, Mircea .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:07:y:2004:i:06:n:s021902490400261x.

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References

References cited by this document

  1. Cont, R. et al. Scaling in stock market data: stable laws and beyond to appear in Scale invariance and beyond, Proceedings of the CNRS School on Scale Invariance, Les Houches, France, March 1997.

  2. Doob Stochastic processes, John Wiley & Sons, New York.
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  3. Eberlein, E. & Taqqu, M. (1986) (eds.) Dependence in probability and statistics, Birkhauser, Boston.
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  4. Feller, W. (1950) Introdnction to Probability theory and its applications, II, 3rd ed., John Wiley & Sons, New York.
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  5. Gnedenko, B.V. & Kolmogorov, A.N. (1954) Limit distribntions for snms of independent random variables, Addison-Wesley, Reading, MA.
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  8. Mandelbrot, B. (1963) The variation of certain speculative prices Jonrnal of Bnsiness, XXXVI, 392-417.

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  13. Silverman, B.W. (1985) Density estimation for statistics and data analysis, Monographs on Statistics and Applied Probability 26, Chapman & Hall.
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