A copula-based model of speculative price dynamics in discrete time (Q538184): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 60J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G42
@@ Property / Mathematics Subject Classification ID: 60G42 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5899198
@@ Property / zbMATH DE Number: 5899198 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov processes
@@ Property / zbMATH Keywords: Markov processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copula function
@@ Property / zbMATH Keywords: copula function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient market hypothesis
@@ Property / zbMATH Keywords: efficient market hypothesis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Granger causality
@@ Property / zbMATH Keywords: Granger causality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+H-condition
@@ Property / zbMATH Keywords: H-condition / rank @@
+Normal rank

Revision as of 10:34, 1 July 2023