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Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas; Starica, Catalin - 2005
Persistent link: https://www.econbiz.de/10002789961
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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 …
Persistent link: https://www.econbiz.de/10012862894
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Stock Market Volatility & Computational Finance
Mishra, Dr. Sisira Kanti - 2011
movements. Volatility is not only referring to something that fluctuates sharply up and down but is also referring to something …
Persistent link: https://www.econbiz.de/10013127431
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Modeling the market : new theories and techniques
Focardi, Sergio M.; Jonas, Caroline - 1997
Persistent link: https://www.econbiz.de/10000622984
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Predictability of stock market prices
Granger, Clive William John; Morgenstern, Oskar - 1970
Persistent link: https://www.econbiz.de/10000025286
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Minority games : [interacting agents in financial markets]
Challet, Damien; Marsili, Matteo; Zhang, Yi-cheng - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002116387
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Marketwide private information in stocks : forecasting currency returns
Albuquerque, Rui; De Francisco, Eva; Marques, Luis - 2006
Persistent link: https://www.econbiz.de/10003322634
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The loss aversion, narrow framing approach to the equity premium puzzle
Barberis, Nicholas; Huang, Ming - 2006
Persistent link: https://www.econbiz.de/10003355176
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Artificial neural networks in finance and manufacturing
Kamruzzaman, Joarder (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003355390
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An algorithmic information-theoretic approach to the behaviour of financial markets
Zenil, Hector; Delahaye, Jean-Paul - In: Journal of economic surveys 25 (2011) 3, pp. 431-463
Persistent link: https://www.econbiz.de/10009157988