Multivariate Markov chain modeling for stock markets (Q1873982): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
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 15:43, 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