Title of article
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
Author/Authors
Muzy، J.F. نويسنده , , Delour، J. نويسنده , , Bacry، E. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-536
From page
537
To page
0
Abstract
An interpretation of the formation of halo in accelerators based on quantum-like theory by a diffraction model is given in terms of the transversal beam motion. Physical implications of the longitudinal dynamics are also examined.
Keywords
Probability theory , stochastic processes , Fractals , Fluctuation phenomena , noise , statistics , random processes , Brownian motion
Journal title
EUROPEAN PHYSICAL JOURNAL B
Serial Year
2000
Journal title
EUROPEAN PHYSICAL JOURNAL B
Record number
6989
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