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Langevin modelling of high-frequency Hang-Seng index data
Lei Han Tang
*
*
Corresponding author for this work
Department of Physics
Research output
:
Contribution to journal
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Conference article
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peer-review
4
Citations (Scopus)
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Keyphrases
Stock Index
100%
Hang Seng Index
100%
Langevin Equation
100%
Langevin
100%
Financial Decisions
50%
Mathematical Results
50%
Probability Distribution
50%
Collective Behavior
50%
Investment Strategy
50%
Stock Market
50%
Financial Markets
50%
Economic Forces
50%
Derivative Products
50%
Investor Behavior
50%
Financial Time Series
50%
Intraday Prices
50%
Noise Amplitude
50%
Currency Exchange Rate
50%
Foreign Currency Exchange
50%
Statistical Characterization
50%
Fluid Turbulence
50%
Fat Tails
50%
Universal Rule
50%
Product Decisions
50%
Financial Concerns
50%
Financial Investment
50%
Variable Noise
50%
Investment Risk Management
50%
Economics, Econometrics and Finance
Price
100%
Stock Index
100%
Investment Risk
50%
Investors
50%
Pricing
50%
Time Series
50%
Risk Management
50%
Investment Strategies
50%
Financial Market
50%
Exchange Rate
50%
Foreign Exchange
50%
Earth and Planetary Sciences
Decision Making
100%
Time Series
100%
Risk Management
100%
Collective Behavior
100%
Financial Market
100%
Stock Market
100%
Computer Science
Langevin Equation
100%
Decision-Making
50%
Individual Level
50%
Risk Management
50%
Economic Force
50%
Financial Decision
50%
Financial Time
50%
Financial Concern
50%
Mathematics
Hang Seng Index
100%
Langevin Equation
100%
Statistical Modeling
50%
Probability Distribution
50%
Stock Market
50%
Fat Tail
50%
Engineering
Noise Amplitude
100%
Statistical Characterization
100%