Simultaneity and non-linear variability in financial markets: simulation and forecasting
From MaRDI portal
Publication:3439769
DOI10.1002/asmb.632zbMath1126.91033MaRDI QIDQ3439769
Publication date: 29 May 2007
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.632
simulation; forecasting; financial markets; exchange rates; fractality; simultaneity; nonlinear variability
Cites Work