On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market
type: Item
instance of: scholarly article
title: On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market
zbMATH Open document ID: 1415.91293
author: I. V. Tregub
published in: Journal of Mathematical Sciences (New York)
publication date: 2016-09-06T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6623765
zbMATH Keywords: random walk
zbMATH Keywords: forecasting
zbMATH Keywords: prices of financial tools
MaRDI profile type: Publication
full work available at URL: s10958-016-2933-8
OpenAlex ID: W2438040392
cites work: Simple consistent estimators of stable distribution parameters
cites work: Q4393471
cites work: Metrics for multivariate stable distributions
cites work: On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
cites work: Q4862600
DOI: 10.1007/S10958-016-2933-8
description: scientific article; zbMATH DE number 6623765