Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months
Renato Vicente, Charles M. de Toledo, Vitor B.P. Leite, Nestor CatichaVolume:
361
Year:
2006
Language:
english
Pages:
17
DOI:
10.1016/j.physa.2005.06.095
File:
PDF, 675 KB
english, 2006