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~institution:"Society for Computational Economics - SCE"
~person:"Masoliver, Jaume"
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continuous time random walk
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financial markets
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market microstructure
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volatility
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Masoliver, Jaume
Hoeg, Esben
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Montero, Miquel
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Perello, Josep
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Posch, Olaf
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Wälde, Klaus
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Society for Computational Economics - SCE
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Modeling, Computing, and Mastering Complexity 2003
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The
continuous
time
random walk formalism in financial markets
Masoliver, Jaume
;
Montero, Miquel
;
Perello, Josep
-
Society for Computational Economics - SCE
We adapt the
continuous
time
random walk (CTRW) formalism to describe the asset price evolution. We show some of the …
Persistent link: https://www.econbiz.de/10005706837
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