scientific article; zbMATH DE number 1902433
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Langevin equationfluctuation-dissipation theoremfluctuation-dissipation principlestock market crashesabnormality test
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Prediction theory (aspects of stochastic processes) (60G25)
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