Goodness of fit assessment for a fractal model of stock markets (Q340460): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6652672 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic model of stock dynamics | |||
| Property / zbMATH Keywords: stochastic model of stock dynamics / rank | |||
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multifractional Brownian motion | |||
| Property / zbMATH Keywords: multifractional Brownian motion / rank | |||
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U.S. Dow Jones index | |||
| Property / zbMATH Keywords: U.S. Dow Jones index / rank | |||
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Revision as of 06:03, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness of fit assessment for a fractal model of stock markets |
scientific article |
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Goodness of fit assessment for a fractal model of stock markets (English)
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14 November 2016
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stochastic model of stock dynamics
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multifractional Brownian motion
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U.S. Dow Jones index
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