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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2022-01-01
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| Series: | PLoS ONE |
| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9060367/?tool=EBI |