R. E. Prange
- Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
2004/01/31 by A. Christian Silva, Richard E. Prange, R. E. Prange +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Econometrics #Economics #Exponential distribution #Exponential function #Financial Risk and Volatility Modeling #Gamma distribution #Gaussian #Log-normal distribution #Mathematical analysis #Mathematics #Mesoscopic physics #Physics #Power law #Probability distribution #Quantum mechanics #Statistical physics #Statistics #Stochastic processes and financial applications #Stylized fact #cond-mat.stat-mech #q-fin.ST
- Quantum dynamics of a nonintegrable system
1984/04/01 by D. R. Grempel, R. E. Prange, Shmuel Fishman · 1 citation