Stock market prices and long-range dependence.
Walter WillingerMurad S. TaqquVadim TeverovskyPublished in: Finance Stochastics (1999)
Keyphrases
- market prices
- stock market
- long range dependence
- fractional brownian motion
- financial markets
- convertible bonds
- network traffic
- stock price
- prediction markets
- short term
- long range
- electric power
- non stationary
- supply chain management
- natural gas
- pricing model
- electricity markets
- trading strategies
- intrusion detection
- trading systems
- knowledge discovery
- intelligent agents
- anomaly detection