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Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series |
Ryszard Kutner , Filip Świtała |
Faculty of Physics, University of Warsaw (FPUW), Pasteura 5, Warsaw 02-093, Poland |
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Presentation: Article at Econophysics group of Ryszard Kutner, by Ryszard KutnerSee On-line Journal of Econophysics group of Ryszard Kutner Submitted: 2016-03-29 09:32 Revised: 2016-03-29 09:34 |