Multivariate Markov chain modeling for stock markets
From MaRDI portal
Publication:1873982
DOI10.1016/S0378-4371(02)01868-XzbMath1072.91568MaRDI QIDQ1873982
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)
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Cites Work
