Physica A Statistical Mechanics and its Applications · 2004 · 39 citations · 19 references
Social SciencesEconomicsPetroleum EngineeringCommodity MarketsEnergy EconomicsMathematical EconomicsCommodity Price DynamicsCommodity Price FormationDynamic Economic ModelsEconomic DynamicsOil EconomicsPrice Level DynamicsCommodity Price ModelingCrude Oil MarketsCrude Oil PricingOil Price VolatilityOil Prices
19
The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations
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The Random Character of Stock Market Prices
Richard N. Rosett, Paul H. Cootner · Econometrica · 1968 · 934 citations