Pages that link to "Item:Q2711690"
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The following pages link to Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690):
Displaying 5 items.
- What distinguishes individual stocks from the index? (Q977581) (← links)
- Alternation of different fluctuation regimes in the stock market dynamics (Q1414494) (← links)
- Langevin modelling of high-frequency Hang-Seng index data (Q1873973) (← links)
- Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840) (← links)
- Boundary conditions influence on Turing patterns under anomalous diffusion: a numerical exploration (Q6650066) (← links)