Multiplicative random cascades with additional stochastic process in financial markets
Year of publication: |
December 2018
|
---|---|
Authors: | Maskawa, Jun-ichi ; Kurod, Koji ; Murai, Joshin |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 15.2018, 2, p. 515-529
|
Subject: | Intermittency | Turbulence analogy | Mixed multiplicative-stochastic model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market |
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