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Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets.

Weilin XiaoWeiguo ZhangXili Zhang
Published in: Commun. Stat. Simul. Comput. (2015)
Keyphrases
  • stock market
  • parameter identification
  • short term
  • expert systems
  • input output
  • stock price
  • stock exchange
  • stock returns