Showing 1 - 6 of 6
A new alternative diffusion model for asset price movements is presented. In contrast to the popular approach of Brownian motion it proposes deterministic diffusion for the modelling of stock price movements. These diffusion processes are a new area of physical research and can be created by the...
Persistent link: https://www.econbiz.de/10005836494
Jean Gebser (1905-1973) was a multidisciplinary thinker whose ideas about human consciousness and the future inspire the following five vantage points for the heterodox critique of contemporary economic anthropology: (1) Characteristic attributes of consciousness and those of the environment...
Persistent link: https://www.econbiz.de/10008695074
After reviewing the ex ante appeal of Benford's law to detect fraud, the known limitations are introduced. Then, an example states that this statistical tool could not allow to make out the presence of accounting fraud for fashion good sales.
Persistent link: https://www.econbiz.de/10011107641
This article validates the chaotic behavior in the Argentinean, Brazilian, Canadian, Chilean, American, Peruvian and Mexican Stock Markets using the MERVAL, BOVESPA, S&P TSX COMPOSITE, IPSA, IGPA, S&P 500, DOW JONES INDUSTRIALS, NASDAQ, IGBVL and IPC Stock Indexes respectively. The results of...
Persistent link: https://www.econbiz.de/10005789297
After reviewing the ex ante appeal of Benford's law to detect fraud, the known limitations are introduced. Then, an example states that this statistical tool could not allow to make out the presence of accounting fraud for fashion good sales.
Persistent link: https://www.econbiz.de/10008560477
This paper investigates the behaviour of weekly hardware sales in the Japanese video game sector. It is found that weekly hardware sales exhibit significant linear and non-linear behaviours during the product cycle. We are going to analyse the implications of our findings for management control...
Persistent link: https://www.econbiz.de/10008567952