Correlation estimation using components of Japanese candlesticks (Q4554230)
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scientific article; zbMATH DE number 6976828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation estimation using components of Japanese candlesticks |
scientific article; zbMATH DE number 6976828 |
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Correlation estimation using components of Japanese candlesticks (English)
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13 November 2018
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Japanese candlesticks
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correlation
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estimation
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Brownian motion
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jump diffusions
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bivariate Brownian motion
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