Brownian motion in the treasury bill futures market

We start with the case where the channel particles are subjected to a synchronous motion with the same period ␶ , resulting in an effective potential V共x, t兲 which is at any given

We study this effect as a function of the functionalization of the gold cap, the particle size and the illumination intensity: the functionalization determines what component of

Measuring patterns of price movements in the Treasury bill futures market.. Dale, Charles and

According to the so-called "arc sine law," mechanical trading rules applied to price movements in financial assets will result in long periods of cumulative success, but

Treasury/Federal Reserve Staffs, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA Treasury/Federal Reserve Study of Treasury Futures Markets, Volume I: Summary

In sum, it is not possible to tell a plausible story in the current economic situation where the reduction in demand from fiscal austerity will be offset by

a maze of immobile obstacles, 16 (2) fractional Brownian motion (FBM) due to the viscoelasticity of the crowded fluid, 15 and (3) a continuous time random walk (CTRW) in which

The sample estimates of Chi- nese 5-year Treasury futures tell us that the GARCH-MIDAS model with roll- ing RV has the most important long run component contribution–over 65%, that