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From Nuclear Reactions to High-Frequency Trading: an R-function Approach

2012/03/25 by F.W.K. Firk, Frank W. K. Firk, Firk, Frank W. K. · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Financial Risk and Volatility Modeling #nucl-ex #nucl-th #q-fin.GN

paper · pdf · doi:10.48550/arxiv.1203.6021

18 pages, 5 figures

arxiv created 2012/03/25 · arxiv updated 2012/03/28

Abstract

The R-function theory of Thomas is used to model neutron inelastic scattering and the fine, intermediate, and gross structure observed in the Dow Jones Industrial Average on a typical trading day.

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