Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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2011 nî lūn-bûn

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2011年の論文

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2011年学术文章

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2011年学术文章

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2011年学术文章

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2011年学术文章

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2011年学术文章

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2011年学术文章

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2011年學術文章

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2011年學術文章

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Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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Modeling asset price processes based on mean-field framework.

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P1476

Modeling asset price processes based on mean-field framework.

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P2093

Masashi Ieda

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Masatoshi Shiino

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P2860

Generalized autoregressive conditional heteroskedasticity

Cross-correlations between volume change and price change.

Bankruptcy risk model and empirical tests

Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.

Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series.

The pricing of options and corporate liabilities

Scaling and memory of intraday volatility return intervals in stock markets.

Dynamical behavior of stochastic systems of infinitely many coupled nonlinear oscillators exhibiting phase transitions of mean-field type: H theorem on asymptotic approach to equilibrium and critical slowing down of order-parameter fluctuations.

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

ARCH–GARCH approaches to modeling high-frequency financial data

P304

066105

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P31

scholarly article

P356

10.1103/PHYSREVE.84.066105

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P407

English

P433

6 Pt 2

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P478

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P577

2011-12-08T00:00:00Z

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P698

22304153

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