Predictability and herding of bourse volatility : an econophysics analogue
Year of publication: |
2018
|
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Authors: | Ghosh, Bikramaditya ; Krishna, Mysore Chidambareswaran ; Rao, Shrikanth ; Kozarević, Emira ; Pandey, Rahul Kumar |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 2, p. 317-326
|
Subject: | econophysics | herding | High Frequency Trading | Hurst exponent | Herdenverhalten | Herding | Ökonophysik | Econophysics | Volatilität | Volatility | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in ukrainischer Sprache |
Other identifiers: | 10.21511/imfi.15(2).2018.28 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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