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
Link To Document :
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