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Statistical modeling of stock returns: explanatory or descriptive? : a historical survey with some methodological reflections

Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas - In: Journal of economic surveys 30 (2016) 1, pp. 149-164

Persistent link: https://www.econbiz.de/10011553044

Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen

Hafner, Michael - 2005

Persistent link: https://www.econbiz.de/10002553526

Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis

Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021

Persistent link: https://www.econbiz.de/10012814053

Volatility behavior of asset returns based on robust volatility ratio : empirical analysis on global stock indices

Shaik, Muneer; Maheswaran, S. - In: Cogent economics & finance 7 (2019) 1, pp. 1-27

In this paper we come up with an alternate theoretical proof for the independence and unbiased property of extreme value robust volatility estimator with respect to the standard robust volatility estimator as proposed in the paper by Muneer & Maheswaran (2018b). We show that the robust...

Persistent link: https://www.econbiz.de/10012023869

Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market

Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667

Persistent link: https://www.econbiz.de/10012016532

Extended model of stock price behaviour

Koning, Nico; Cassidy, Daniel T.; Ouyed, Rachid - In: Journal of mathematical finance 8 (2018) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011846103

On origins of bubbles

Kakushadze, Zura - In: Journal of risk & control 4 (2017) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10012236797