Multivariate Markov chain modeling for stock markets (Q1873982): Difference between revisions

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Revision as of 20:39, 13 February 2024

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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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