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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

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

Study of statistical correlations in intraday and daily financial return time series

Tilak, Gayatri; Széll, Tamás; Chicheportiche, Rémy; … - In: Econophysics of systemic risk and network dynamics : …, (pp. 77-104). 2013

Persistent link: https://www.econbiz.de/10010211864

From big data to econophysics and its use to explain complex phenomena

Ferreira, Paulo; Pereira, Eder Johnson de Area Leão; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/153, pp. 1-10

paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data … frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data. …

Persistent link: https://www.econbiz.de/10012309347

A thermodynamical view on asset pricing

Gündüz, Güngör; Gündüz, Yalın - In: International review of financial analysis 47 (2016), pp. 310-327

Persistent link: https://www.econbiz.de/10011624237

Trading strategy of a stock index based on the frequency of news releases for listed companies

Tahira, Yoshifumi; Mizuno, Takayuki - In: Evolutionary and institutional economics review 13 (2016) 2, pp. 437-444

Persistent link: https://www.econbiz.de/10011581491

Power laws in market capitalization during the dot-com and Shanghai bubble periods

Mizuno, Takayuki; Ohnishi, Takaaki; Watanabe, Tsutomu - In: Evolutionary and institutional economics review 13 (2016) 2, pp. 445-454

Persistent link: https://www.econbiz.de/10011581493

Are stock market networks non-fractal? : evidence from New York stock exchange

Zeng, Zhi-Jian; Chi, Xie; Yan, Xin-Guo; Hu, Jue; Mao, Zhou - In: Finance research letters 17 (2016), pp. 97-102

Persistent link: https://www.econbiz.de/10011596242

Power law in tails of bourse volatility : evidence from India

Ghosh, Bikramaditya; Krishna, M. C. - In: Investment management and financial innovations 16 (2019) 1, pp. 291-298

Persistent link: https://www.econbiz.de/10012056170