Analysis of realized volatility in superstatistics
Year of publication: |
2010
|
---|---|
Authors: | Takaishi, Tetsuya |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 7.2010, 1, p. 89-99
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Japan | 2006-2008 |
-
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
Lux, Thomas, (2009)
-
Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Mishra, Shraddha, (2017)
-
Yaya, OlaOluwa S., (2015)
- More ...
-
Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya, (2022)
-
Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya, (2022)
-
Market efficiency, liquidity, and multifractality of Bitcoin : a dynamic study
Takaishi, Tetsuya, (2020)
- More ...