4. Physics
  5. Data Analysis, Statistics and Probability

Guglielmo D'Amico

Physics – Data Analysis – Statistics and Probability

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A semi-Markov model for price returns

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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A semi-Markov model with memory for price changes

Economy – Quantitative Finance – Statistical Finance
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Wind speed modeled as a semi-Markov process with memory

Physics – Data Analysis – Statistics and Probability
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Profile ID: LFWR-SCP-P-169457

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