Modeling high frequency stock market data by using stochastic models (Q5085210)
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scientific article; zbMATH DE number 7548153
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| English | Modeling high frequency stock market data by using stochastic models |
scientific article; zbMATH DE number 7548153 |
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Modeling high frequency stock market data by using stochastic models (English)
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27 June 2022
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stock market
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financial time series
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high frequency
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stochastic differential equation
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Lévy process
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Ornstein-Uhlenbeck processes
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0.6997399926185608
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0.691714346408844
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0.6861208081245422
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0.679959774017334
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