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Essays on the statistics of financial markets
Bleher, Johannes - 2021
Persistent link: https://www.econbiz.de/10013264905
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Internal market efficiency, market co-movement, and cross-market efficiency : the case of Hong Kong and Shanghai stock ,markets
Asem, Ebenezer; Baulkaran, Vishaal; Yalamova, Rossitsa; … - In: Asia-Pacific financial markets 24 (2017) 4, pp. 253-267
Persistent link: https://www.econbiz.de/10011797684
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Mutual information and persistence in the stochastic volatility of market returns : an emergent market example
Dima, Bogdan; Dima, Ştefana Maria - In: International review of economics & finance : IREF 51 (2017), pp. 36-59
Persistent link: https://www.econbiz.de/10011754136
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Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao; Azencott, Robert; Zhu, Hongliang; Li, Xindan - In: Computational economics 63 (2024) 4, pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027