Non - Randomness Stock Market Price Model

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: 2011-02
New Economics Papers: this item is included in nep-fmk
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1102.3009

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