Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges. Gontis, V. & Kononovicius, A. Dynamics of Socio-Economic Systems, 2(1):101--109, 3, 2010.
Paper abstract bibtex 3 downloads 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.
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abstract = {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.},
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author = {Gontis, Vygintas and Kononovicius, Aleksejus},
journal = {Dynamics of Socio-Economic Systems},
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Downloads: 3
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