most citedRecord statistics of financial time series and geometric random walks

26 citations · 26 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2014★ 26 cited

Record statistics of financial time series and geometric random walks

Behlool Sabir, M. S. Santhanam

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geomet…