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Study of Asian indexes by a newly derived dynamic model

We take the stock prices as a dynamic system and characterize its movements by a newly derived dynamic model, called the new Price Reversion Model (nPRM), for which the solution is derived and carefully analyzed under different circumstances. We also develop a procedure of applying the nPRM to real...

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Detalles Bibliográficos
Autores principales:	Chiang-Lin, Tsung-Jui, Lee, Yong-Shiuan, Shieh, Tzong-Hann, Yen, Chien-Chang, Tsai, Shang-Yueh
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Public Library of Science 2022
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9060367/ https://www.ncbi.nlm.nih.gov/pubmed/35499989 http://dx.doi.org/10.1371/journal.pone.0266600

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