Asymmetries, correlations and fat tails in percolation markets model
Year of publication: |
2002
|
---|---|
Authors: | Chang, Iksoo ; Stauffer, Dietrich ; Pandey, Ras B. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 5.2002, 6, p. 585-597
|
Subject: | CAPM | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Korrelation | Correlation |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International journal of theoretical and applied finance |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Comovement, liquidity and asymmetries
Xiong, James X., (2021)
-
Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane, (2019)
-
Multivariate GARCH with dynamic beta
Raddant, Matthias, (2022)
- More ...
-
Fundamental judgement in Cont–Bouchaud Herding model of market fluctuations
Chang, Iksoo, (1999)
-
Time-reversal asymmetry in Cont–Bouchaud stock market model
Chang, Iksoo, (2001)
-
Time-reversal asymmetry in Cont-Bouchaud stock market model
Chang, Iksoo, (2001)
- More ...