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Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model

Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22

. Utilizing newly developed econophysics-based unit root tests and the Dynamic Conditional Correlation Multivariate Generalized …

Persistent link: https://www.econbiz.de/10015071029

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310

Persistent link: https://www.econbiz.de/10012135738

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan; Bekiros, Stelios - In: Research in international business and finance 49 (2019), pp. 315-321

Persistent link: https://www.econbiz.de/10012136036

An empirical study on the statistical properties of Romanian emerging stock market RASDAQ

Gligor, Mircea - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 723-739

Persistent link: https://www.econbiz.de/10002200662

Long memory in stock trading

Leonidov, Andrei - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 879-885

Persistent link: https://www.econbiz.de/10002420725

Modellierung von Aktienkursen im Lichte der Komplexitätsforschung

Kauper, Benjamin; Kunze, Karl-Kuno - 2011

This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and crashes regarding the German stock market between 1960 and 2009. We identify relevant time periods and describe them with the function given by Sornette et al's model. Our results show some evidence...

Persistent link: https://www.econbiz.de/10008937463