Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wand, Tobias, Heßler, Martin, Kamps, Oliver
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Data Analysis, Statistics and Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.12744