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• W2004842574 abstract "We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies a non-Markovian formulation of the CTRW aimed to account for correlated increments of the return." @default.
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• W2004842574 date "2007-06-01" @default.
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• W2004842574 title "The CTRW in finance: Direct and inverse problems with some generalizations and extensions" @default.
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• W2004842574 doi "https://doi.org/10.1016/j.physa.2007.01.001" @default.
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