Modeling stock market dynamics with stochastic differential equation driven by fractional Brownian motion: a Bayesian method (Q5120583)
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scientific article; zbMATH DE number 7247626
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| English | Modeling stock market dynamics with stochastic differential equation driven by fractional Brownian motion: a Bayesian method |
scientific article; zbMATH DE number 7247626 |
Statements
15 September 2020
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stochastic differential equation
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fractional Brownian motion
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Bayesian inference
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Hurst exponent
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stock market dynamics
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0.776046633720398
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0.7623597383499146
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0.7576460242271423
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