A Non-Linear Double Stochastic Model of Return in Financial Markets
None
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2010
|
| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/11374 |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: A Non-Linear Double Stochastic Model of Return in Financial Markets
- Understanding the nature of the long-range memory phenomenon in socioeconomic systems
- Order flow in the financial markets from the perspective of the Fractional Lévy stable motion
- Discrete $q$-exponential limit order cancellation time distribution
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
- Anomalous diffusion and long-range memory in the scaled voter model
- Inventories, Financial Metrics, Profits, and Stock Returns in Supply Chain Management