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Modeling long-range memory trading activity by stochastic differential equations

, and . Physica A: Statistical Mechanics and its Applications, 382 (1): 114--120 (Aug 1, 2007)

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Modeling financial markets by the multiplicative sequence of trades, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 128--133 (Dec 1, 2004)Multiplicative point process as a model of trading activity, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)Modeling long-range memory trading activity by stochastic differential equations, and . Physica A: Statistical Mechanics and its Applications, 382 (1): 114--120 (Aug 1, 2007)