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Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges

We scale and analyze the empirical data of return from New York and Vilnius stock exchanges matching it to the same nonlinear double stochastic model of return in financial market.
Year of publication:
2010-03
Authors: Gontis, V. ; Kononovicius, A.
Institutions: arXiv.org
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application/pdf
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Type of publication: Book / Working Paper
Language: English
Notes:
Published in JDySES, vol. 2, no. 1, 2011
Source:
Persistent link: https://www.econbiz.de/10008541463
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