Multivariate Markov chain modeling for stock markets (Q1873982): Difference between revisions
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Property / author: Jun-ichi Maskawa / rank | |||
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Property / cites work: Introduction to Econophysics / rank | |||
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Property / cites work: Ordered phase and non-equilibrium fluctuation in stock market / rank | |||
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Latest revision as of 15:43, 5 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Multivariate Markov chain modeling for stock markets |
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Multivariate Markov chain modeling for stock markets (English)
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21 May 2003
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portfolio price changes
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mean field approximation
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time series
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