Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark

3 references·9 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1997The variation of certain speculative prices4,468 cited
1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
1967On the Distribution of Stock Price Differences529 cited

Cited by

1990From Mandelbrot to Chaos in Economic Theory118 cited
1984Statistical mechanics of nonlinear nonequilibrium financial markets68 cited
2012The Volume Clock: Insights into the High Frequency Paradigm64 cited
1991Application of statistical mechanics methodology to term-structure bond-pricing models60 cited
1997Canonical Momenta Indicators of Financial Markets and Neocortical Eeg53 cited
1982The Time-Variance Relationship of Security Returns: Implications for the Return-Generating Stochastic Process52 cited
1990Problems in the Paternity of Econometrics: Henry Ludwell Moore27 cited
1998Volume and Volatility in Foreign Currency Futures Markets24 cited
2001Re-engineering scientific credit in the era of the globalized information economy18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work