Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Virtual volatility, and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes, and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 303--310 (Jun 1, 2003)Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, , and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 227--235 (Dec 1, 2004)Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study, and . Physica A: Statistical Mechanics and its Applications, 382 (1): 278--285 (Aug 1, 2007)