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

V. Gontis and A. Kononovicius

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Abstract: 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.

Date: 2010-03
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Published in JDySES, vol. 2, no. 1, 2011

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