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Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
Tests scaling universality distributions trade size share volume Evidence
2010/12/17
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
Role of scaling in the statistical modeling of finance
Role scaling statistical modeling finance
2010/12/17
Modeling the evolution of a financial index as a stochastic process is a problem awaiting a full, satisfactory solution since it was first formulated by Bachelier in 1900. Here it is shown that the s...