From Brownian motion to operational risk: statistical physics and financial markets (Q1865443)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1888740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | From Brownian motion to operational risk: statistical physics and financial markets |
scientific article; zbMATH DE number 1888740 |
Statements
From Brownian motion to operational risk: statistical physics and financial markets (English)
0 references
26 March 2003
0 references
DAX German blue chip stock
0 references
hydrodynamic turbulence
0 references
return probability density
0 references
0 references
0.7554852962493896
0 references
0.7449672818183899
0 references
0.7371899485588074
0 references
