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- Jarosław Klamut
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Affiliation:
Uniwersytet Warszawski, Wydział Fizyki
address:
ul. Pasteura 5, Warszawa, 02-093,
Poland
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Participant:
8 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"
began:
2015-11-04
ended:
2015-11-07
Presented:
Participant:
Econophysics Colloquium 2017
began:
2017-07-04
ended:
2017-07-07
Presented:
Econophysics Colloquium 2017
Continuous-time random walk with memory in study of autocorrelations present in financial time series
Publications:
Continuous-time random walk with memory in study of autocorrelations present in financial time series
Inter-transaction times and long memory of financial time series
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