Multivariate Markov chain modeling for stock markets (Q1873982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate Markov chain modeling for stock markets |
scientific article; zbMATH DE number 1914419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Markov chain modeling for stock markets |
scientific article; zbMATH DE number 1914419 |
Statements
Multivariate Markov chain modeling for stock markets (English)
0 references
21 May 2003
0 references
portfolio price changes
0 references
mean field approximation
0 references
time series
0 references
