Multivariate Markov chain modeling for stock markets (Q1873982): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Jun-ichi Maskawa / rank | |||
| Property / author | |||
| Property / author: Jun-ichi Maskawa / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Introduction to Econophysics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4237477 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ordered phase and non-equilibrium fluctuation in stock market / rank | |||
Normal rank | |||
Latest revision as of 16:43, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Markov chain modeling for stock markets |
scientific article |
Statements
Multivariate Markov chain modeling for stock markets (English)
0 references
21 May 2003
0 references
portfolio price changes
0 references
mean field approximation
0 references
time series
0 references
