Multivariate Markov chain modeling for stock markets (Q1873982)

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Multivariate Markov chain modeling for stock markets
scientific article

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    title
    Multivariate Markov chain modeling for stock markets (English)
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    published in
    Physica A
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    publication date
    21 May 2003
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    zbMATH DE Number
    1914419
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    zbMATH Keywords
    portfolio price changes
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    mean field approximation
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    time series
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    author
    Jun-ichi Maskawa
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