Testing stationarity of the detrended price return in stock markets (Q2668268): Difference between revisions
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Revision as of 08:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity of the detrended price return in stock markets |
scientific article |
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Testing stationarity of the detrended price return in stock markets (English)
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3 March 2022
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Fokker-Planck equation
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stochastic diffusion equation
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Hurst exponent
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data analysis
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