Pages that link to "Item:Q3607473"
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The following pages link to FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473):
Displaying 6 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- (Q4848525) (← links)