Stock volatility as an anomalous diffusion process
Anomalous diffusion (AD) describes transport phenomena where the mean-square displacement (MSD) of a particle does not scale linearly with time, deviating from classical diffusion. This behavior, often linked to non-equilibrium phenomena, sheds light on the underlying mechanisms in various systems,...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-12-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20241663 |
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