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Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
Nonlinear Stochastic Model New York Vilnius Stock Exchanges
2010/10/19
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.
Tremor price dynamics in the world's network of stock exchanges
Tremor price dynamics stock exchanges
2010/11/3
We use insight from a model of earth techtonic plate movement to obtain a new understanding of
the build up and release of stress in the price dynamics of the world’s stock exchanges. Nonlinearity en...