A copula-based model of speculative price dynamics in discrete time (Q538184): Difference between revisions
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Revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A copula-based model of speculative price dynamics in discrete time |
scientific article |
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A copula-based model of speculative price dynamics in discrete time (English)
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23 May 2011
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Markov processes
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copula function
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efficient market hypothesis
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Granger causality
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H-condition
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