On stochasticity and turbulence in the federal funds market (Q3153857)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On stochasticity and turbulence in the federal funds market |
scientific article |
Statements
4 May 2003
0 references
stock exchange dynamics
0 references
fractional Brownian motion
0 references
power spectrum
0 references
coloured noise
0 references
On stochasticity and turbulence in the federal funds market (English)
0 references