文献
J-GLOBAL ID:202202278580182963
整理番号:22A1116022
マルチフラクタル性に基づく株式市場のリスク尺度【JST・京大機械翻訳】
A risk measure of the stock market that is based on multifractality
著者 (4件):
Wang Yi
(School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, Shandong 250014, PR China)
,
Sun Qi
(School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, Shandong 250014, PR China)
,
Zhang Zilu
(School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan, Shandong 250014, PR China)
,
Chen Liqing
(Department of Basic, Shandong Xiehe University, Jinan, Shandong 250014, PR China)
資料名:
Physica A. Statistical Mechanics and Its Applications
(Physica A. Statistical Mechanics and Its Applications)
巻:
596
ページ:
Null
発行年:
2022年
JST資料番号:
D0322B
ISSN:
0378-4371
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)