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Recurrence Interval Analysis of Financial Time Series
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- 20 February 2024
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- 21 March 2024
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A Review of Wilkie's Stochastic Asset Model
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- British Actuarial Journal / Volume 3 / Issue 1 / 01 April 1997
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- 10 June 2011, pp. 181-210
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EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
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- Macroeconomic Dynamics / Volume 5 / Issue 02 / April 2001
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- 25 May 2001, pp. 225-254
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Point process convergence of stochastic volatility processes with application to sample autocorrelation
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 93-104
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- 2001
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