Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges

Details Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges

2010-03-28

arxiv.org/abs/1003.5356v1

JDySES, vol. 2, no. 1, 2011

Economy

Quantitative Finance

Statistical Finance

6 pages, 1 figure

Scientific paper

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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