Stochastic modelling of non-stationary financial assets-Reference-Cited by-同舟云学术

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Stochastic modelling of non-stationary financial assets

Published:2017-11 Issue:11 Volume:27 Page:113106
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:Chaos

Author:

Estevens Joana¹,Rocha Paulo¹,Boto João P.¹^ORCID,Lind Pedro G.²^ORCID

Affiliation:

1. Departamento de Matemática and Centro de Matemática e Aplicações Fundamentais, Faculdade de Ciências, University of Lisbon, Campo Grande, 1749-016 Lisboa, Portugal

2. Institut für Physik, Universität Osnabrück, Barbarastrasse 7, 49076 Osnabrück, Germany

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

http://aip.scitation.org/doi/pdf/10.1063/1.5010613

Reference16 articles.

1. Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations

2. Bridging stylized facts in finance and data non-stationarities

3. Approaching complexity by stochastic methods: From biological systems to turbulence

4. P. Rocha , F. Raischel , J. Cruz , and P. Lind , in 3rd SMTDA Conference Proceedings (2015), pp. 619–627.

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1. Research on financial stochastic dynamic model of energy market based on MCMC simulation;International Journal of Global Energy Issues;2021

2. Applications and Outlook;Understanding Complex Systems;2019

3. Wind Speed Modeling by Nested ARIMA Processes;Energies;2018-12-26

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