Langevin modelling of high-frequency Hang-Seng index data (Q1873973)
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scientific article; zbMATH DE number 1914413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Langevin modelling of high-frequency Hang-Seng index data |
scientific article; zbMATH DE number 1914413 |
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Langevin modelling of high-frequency Hang-Seng index data (English)
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21 May 2003
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financial time series
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variable noise amplitude
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probability distribution
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