scientific article; zbMATH DE number 1902433
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Publication:4804656
zbMath1015.62109MaRDI QIDQ4804656
Masaya Matsuura, Maciej Klimek, Yasunori Okabe
Publication date: 13 July 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Langevin equationfluctuation-dissipation theoremfluctuation-dissipation principlestock market crashesabnormality test
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Prediction theory (aspects of stochastic processes) (60G25)
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