在成交量进程标度的股票价格动力学方程为几何布朗运动的假设下,将股票价格动力学方程的进程标度从成交量进程转换到日历进程。
The stock price is supposed to follow a geometric Brownian process under the transaction process, and the corresponding one under the calendar process has been reduced theoretically.
价格变化多标度行为的发现是金融市场标度理论的一个最新的具有重要意义的进展。
The discovery of the multiscale behavior in the financial markets is a great progress and has important significance in the theory and practice.
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