Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach |
scientific article |
Statements
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (English)
0 references
8 November 2021
0 references
fractional Brownian motion model
0 references
forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
