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Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence
Superstatistical fluctuations dynamics turbulence
2010/10/29
We report a general technique to study a given experimental time series with superstatistics.
Crucial for the applicability of the superstatistics concept is the existence of a parameter β that fluct...
Expectations theory and wheat price dynamics
theory of expectations prognosis prices on wheat
2014/3/20
The analysis of prices on wheat in Germany from the point of view of the theory of expectations is given. For this purpose, the authors propose their own method of data processing which is called the ...