Long Correlations and Levy Models Applied to the Study of Memory Effects in High Frequency (Tick) Data

By M. Mariani, Ionut Florescu, M. P. B. Varela, E. Ncheuguim. 2009

49 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/18b7a47507f39ad91c12b2cac7df7a4696f112bd