Author of the publication

A multi-model approach for describing crude oil price dynamics

, , , and . Physica A: Statistical Mechanics and its Applications, 338 (3-4): 567--584 (Jul 15, 2004)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

On feedback and stable price adjustment mechanisms, , and . Physica A: Statistical Mechanics and its Applications, 377 (1): 211--226 (Apr 1, 2007)A dynamical stochastic coupled model for financial markets, , and . Physica A: Statistical Mechanics and its Applications, (Jul 15, 2007)Technical trading can induce long-run memory in financial markets, , , and . Physica A: Statistical Mechanics and its Applications, 316 (1-4): 483--495 (Dec 15, 2002)1/f-Noise structures in Pollocks's drip paintings, , , and . Physica A: Statistical Mechanics and its Applications, 387 (1): 281--295 (Jan 1, 2008)A note on Black-Scholes implied volatility, and . Physica A: Statistical Mechanics and its Applications, 370 (2): 681--688 (Oct 15, 2006)Multifractal Hurst analysis of crude oil prices, , , and . Physica A: Statistical Mechanics and its Applications, 313 (3-4): 651--670 (Oct 15, 2002)A multi-model approach for describing crude oil price dynamics, , , and . Physica A: Statistical Mechanics and its Applications, 338 (3-4): 567--584 (Jul 15, 2004)Complex Dynamics in a Simple Stock Market Model., , and . Int. J. Bifurc. Chaos, 12 (7): 1565-1577 (2002)Some issues on the stability of trading based on technical analysis, , and . Physica A: Statistical and Theoretical Physics, 337 (3-4): 609--624 (Jun 15, 2004)Trading strategies, feedback control and market dynamics, , and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 220--226 (Jun 1, 2003)