Construction of an SDE model from intraday copper futures prices
Year of publication: |
2022
|
---|---|
Authors: | Mastroeni, Loretta ; Vellucci, Pierluigi |
Subject: | stochastic differential equations | autocorrelation | dynamical systems | determinism | time series analysis | copper | prices | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kupfermarkt | Copper market | Stochastischer Prozess | Stochastic process | Kupfer | Copper | Rohstoffderivat | Commodity derivative |
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