A STOCHASTIC CASCADE MODEL FOR FX DYNAMICS (Q4521253)
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scientific article; zbMATH DE number 1545295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STOCHASTIC CASCADE MODEL FOR FX DYNAMICS |
scientific article; zbMATH DE number 1545295 |
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A STOCHASTIC CASCADE MODEL FOR FX DYNAMICS (English)
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19 December 2000
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hydrodynamic turbulence
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Kolmogorov cascade
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heterogeneous market
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information flow
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volatility
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