Basel II for Physicists: A Discussion Paper
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References listed on IDEAS
- Miccichè, Salvatore & Bonanno, Giovanni & Lillo, Fabrizio & Mantegna, Rosario N, 2002.
"Volatility in financial markets: stochastic models and empirical results,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 314(1), pages 756-761.
- Salvatore Micciche` & Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna, 2002. "Volatility in Financial Markets: Stochastic Models and Empirical Results," Papers cond-mat/0202527, arXiv.org.
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