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Stock Market Volatility and Mathematical Expectations
James, Robert G. - 2019
It is generally believed that excessive stock market volatility reflects non-mathematical market expectations that are driven by “irrational exuberance” or “animal spirits”. As shown in this paper, there is an alternative explanation. If ex-ante and ex-post expectations are calculated in...
Persistent link: https://www.econbiz.de/10012862894
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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000635535
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Security markets : stochastic models
Duffie, Darrell - 1988
Persistent link: https://www.econbiz.de/10008731013
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Pricing in (in)complete markets : structural analysis and applications
Esser, Angelika - 2004
Persistent link: https://www.econbiz.de/10001851228
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Complex Systems Approach to Economic Dynamics
Chian, Abraham C.-L. - 2007
Persistent link: https://www.econbiz.de/10013278090
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Complex Systems Approach to Economic Dynamics
Chian, A. (contributor) - 2007
Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic … economic time series, is the key for pattern recognition and forecasting of economic cycles. Statistical analysis of stock …
Persistent link: https://www.econbiz.de/10013520745
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Fraktale und Finanzen : Märkte zwischen Risiko, Rendite und Ruin
Mandelbrot, Benoît B.; Hudson, Richard L. - 2007 - Ungekürzte Taschenbuchausg.
Persistent link: https://www.econbiz.de/10003316438
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Finanzmarktstatistik : mit 35 Tabellen
Schmid, Friedrich; Trede, Mark - 2005
Persistent link: https://www.econbiz.de/10003028166
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Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans - 2006
Persistent link: https://www.econbiz.de/10003372033