most citedRecord statistics for biased random walks, with an application to financial data

82 citations · 82 across the 1 of their papers we have counts for

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q-fin.ST2011★ 82 cited

Record statistics for biased random walks, with an application to financial data

Gregor Wergen, Miro Bogner, Joachim Krug

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed…