Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea
This articles presents and application of statistical physics to economic relationships, based on the fluctuation-dissipation theorem and the anomalous fluctuation therorem, and the Langevin equation. In the framework of time series which follow the Langevin equation, the interaction of two time ser...
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2003
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| Materias: | |
| Acceso en línea: | https://dialnet.unirioja.es/servlet/oaiart?codigo=7471256 |
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