6 citations · 6 across the 2 of their papers we have counts for
2 papers
cond-mat.other2004★ 6 cited
Modeling stylized facts for financial time series
M. I. Krivoruchenko, E. Alessio, V. Frappietro +1
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-establi…
cond-mat2003
Multivariate distribution of returns in financial time series
E. Alessio, V. Frappietro, M. I. Krivoruchenko +1
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-establi…