搜索结果: 1-1 共查到“经济学 systematics”相关记录1条 . 查询时间(0.046 秒)
A contribution to the systematics of stochastic volatility models
fluctuations econophysics stochastic differential equations
2010/10/21
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail,...