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~subject:"Stochastic process"
~subject:"Stock market"
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A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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2
Measuring stock market volatility : a study in India's perspective
Dixit, Jitendra Kumar
;
Agrawal, Vivek
;
Agarwal, Sucheta
- In:
International journal of economic policy in emerging …
16
(
2022
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014307993
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3
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
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4
Conditional relation between return and co-moments : an empirical study for emerging Indian stock market
Chaudhary, Rashmi
;
Misra, Dheeraj
;
Bakhshi, Priti
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10012303177
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5
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
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6
The effect of quantitative easing on the variance and covariance of the UK and US equity markets
Shogbuyi, Abiodun
;
Steeley, James M.
- In:
International review of financial analysis
52
(
2017
),
pp. 281-291
Persistent link: https://www.econbiz.de/10011868757
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7
Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010
Bouri, Elie
;
Awartani, Basel
;
Maghyereh, Aktham I.
- In:
Energy economics
56
(
2016
),
pp. 205-214
Persistent link: https://www.econbiz.de/10011664230
Saved in:
8
Internet router modeling using Circulant Markov modulated Poisson process- impact of fractal onset time (FOT)
Renikunta, Ramesh
;
Dasari, Rajaiah
;
Malla Reddy, Perati
- In:
Opsearch : journal of the Operational Research Society …
53
(
2016
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10011595128
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