• Title of article

    The continuous time random walk formalism in financial markets

  • Author/Authors

    V. Bhaskar، نويسنده , , Fernando Vega-Redondo، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    22
  • From page
    577
  • To page
    598
  • Keywords
    Continuous Time Random Walk , Volatility , Financial markets , market microstructure
  • Journal title
    Journal of Economic Behavior and Organization
  • Serial Year
    2006
  • Journal title
    Journal of Economic Behavior and Organization
  • Record number

    180431