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Description of dynamics of stock prices by a Langevin approach |
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| Authors: | Huang Zi-Gang Chen Yong Zhang Yong Wang Ying-Hai |
| Affiliation: | Institute of Theoretical Physics, Lanzhou University, Lanzhou 730000, China; Department of Physics, Center for Nonlinear Studies, and The Beijing-Hong Kong-Singapore Joint Center for Nonlinear and Complex Systems (Hong Kong), Hong Kong Baptist University, Kowloon Tong, Hong Kong, China |
| Abstract: | |
| Keywords: | financial time series Langevin approach drift parameter autocorrelation |
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