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Search: subject:"Time-reversal asymmetry"
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Time-reversal asymmetry
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Capital income
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Physica A: Statistical Mechanics and its Applications
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Quantitative finance
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The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
2
Time-reversal
asymmetry
in financial systems
Jiang, X.F.
;
Chen, T.T.
;
Zheng, B.
- In:
Physica A: Statistical Mechanics and its Applications
392
(
2013
)
21
,
pp. 5369-5375
that the
time-reversal
asymmetry
is mainly induced by external forces. It is also the external forces which drive the …
Persistent link: https://www.econbiz.de/10011057912
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