Non - Randomness Stock Market Price Model (Amended)

Aleksey Kharevsky

Papers from arXiv.org

Abstract: A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.

Date: 2011-04
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/1104.2308 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1104.2308

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().