Multivariate Markov chain modeling for stock markets (Q1873982)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Markov chain modeling for stock markets |
scientific article |
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Multivariate Markov chain modeling for stock markets (English)
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21 May 2003
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portfolio price changes
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mean field approximation
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time series
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