Saturday, August 9, 2014

volatility of price dynamics Boltzmann statistics and the Canonical Ensemble


[PDF]

On the emergence of volatility, return autocorrelation and ...

www.er.ethz.ch/publications/GeorgesHarras_PhD-Thesis.pdf
ETH Zurich
Loading...
by GE HARRAS - ‎2012 - ‎Related articles
Mar 21, 2011 - 2.1 Boltzmann statistics and the Canonical Ensemble . . . . . . . . . 4 .... tion focuses on the volatility of price dynamics and, more generally, on the.

No comments:

Post a Comment