Irena Vodenska-Chitkushev, Ph.D.
Affiliations: | Boston University, Boston, MA, United States |
Area:
Statistical physicsGoogle:
"Irena Vodenska-Chitkushev"Mean distance: 10.99 | S | N | B | C | P |
Parents
Sign in to add mentorH. Eugene Stanley | grad student | 2009 | Boston University | |
(Interdisciplinary approaches to understanding and forecasting volatility.) |
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Publications
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Vodenska-Chitkushev I, Wang FZ, Weber P, et al. (2008) Comparison between volatility return intervals of the S&P 500 index and two common models European Physical Journal B. 61: 217-223 |