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Updated: May 10, 2025

Experimental Investigation of the Flow Structure over a Delta Wing Via Flow Visualization Methods
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Experimental Investigation of the Flow Structure over a Delta Wing Via Flow Visualization Methods

Published on: April 23, 2018

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在股票市场的波动级联过程的波动定理的实证研究

Jun-Ichi Maskawa1

  • 1Department of Economics, Seijo University, 6-1-20, Seijo, Setagaya-ku, Tokyo 157-8511, Japan.

Entropy (Basel, Switzerland)
|April 26, 2025
PubMed
概括

这项研究使用热力学模型来分析金融市场波动,发现伦敦和东京证券交易所之间的市场行为不同. 这项研究揭示了伦敦的因果波动级联,但在较长的时间尺度上,东京的反因果模式.

关键词:
兰杰文方程 兰杰文方程经济物理 经济物理金融时间序列.整数波动定理 整数波动定理间歇性 间歇性 间歇性多分体性的多元化.随机热力学是随机的热力学.

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