Scale invariance and Lévy models applied to earthquakes and financial high-frequency data

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Handbook of High-Frequency Trading and Modeling in Finance
Pages	341-369
Number of pages	29
ISBN (Electronic)	9781118593486
State	Published - 8 Apr 2016

Cite this

@inbook{3ac4eda6ba1144239c2897703a0d75ad,

title = "Scale invariance and L{\'e}vy models applied to earthquakes and financial high-frequency data",

author = "Beccar-Varela, \{M. P.\} and Ionut Florescu and I. SenGupta",

year = "2016",

month = apr,

day = "8",

language = "English",

isbn = "9781118443989",

pages = "341--369",

booktitle = "Handbook of High-Frequency Trading and Modeling in Finance",

}

TY - CHAP

T1 - Scale invariance and Lévy models applied to earthquakes and financial high-frequency data

AU - Beccar-Varela, M. P.

AU - Florescu, Ionut

AU - SenGupta, I.

PY - 2016/4/8

Y1 - 2016/4/8

UR - https://www.scopus.com/pages/publications/85217316971

UR - https://www.scopus.com/pages/publications/85217316971#tab=citedBy

M3 - Chapter

AN - SCOPUS:85217316971

SN - 9781118443989

SP - 341

EP - 369

BT - Handbook of High-Frequency Trading and Modeling in Finance

ER -