most citedScaling and data collapse for the mean exit time of asset prices

39 citations · 39 across the 1 of their papers we have counts for

collaborators

1 paper

physics.soc-ph2005★ 39 cited

Scaling and data collapse for the mean exit time of asset prices

Miquel Montero, Josep Perello, Jaume Masoliver +3

We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We…