Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges. Gontis, V. & Kononovicius, A. Dynamics of Socio-Economic Systems, 2(1):101--109, 3, 2010.
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges [pdf]Paper  abstract   bibtex   3 downloads  
We scale and analyze the empirical data of return from New York and Vilnius stock exchanges matching it to the same nonlinear double stochastic model of return in financial market.

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