Similar Search Results

Long Term Trend Analysis in the Capital Market – The Case of Serbia

Radukić, Snežana; Radović, Milica - In: Journal of Central Banking Theory and Practice 3 (2014) 3, pp. 5-18

The paper explores the possibility of making investment decisions in emerging markets by using the trend analysis … (MACD): an intermediate term of 50 days and a long-term one of 100 days. The above mentioned moving averages identify the … establishment of a trend, the cessation of the existing one, a change and an establishment of the new one. The capital market in …

Persistent link: https://www.econbiz.de/10010930546

Long term trend analysis in the capital market : the case of Serbia

Radukić, Snežana; Radović, Milica - In: Journal of central banking theory and practice 3 (2014) 3, pp. 5-18

Persistent link: https://www.econbiz.de/10010415956

The effect of financial innovation on economic growth in transition countries

Thi Thuy Huong Luong; Attasuda Lerskullawat; Thanarak … - In: Scientific papers of the University of Pardubice 32 (2024) 1, pp. 1-12

This paper aims to explore the effect of financial innovation on economic growth in 28 transition countries from 2004 to 2021. Financial innovation is categorized based on the structure of the financial system, including commercial banks, non-commercial banks and financial markets. By applying...

Persistent link: https://www.econbiz.de/10014511551

Agent Behaviour, Financial Market and Welfare Theory

Paranque, Bernard - 2008

In previous papers we have shown another interpretation of the irrationality of financial market agents. Another methodology has been proposed. But it also shown that others questions might be highlighted from both epistemological and social welfare point of view. This paper tries to go further...

Persistent link: https://www.econbiz.de/10012774379

The Inverted Parabola World of Classical Quantitative Finance : Non-Equilibrium and Non-Perturbative Finance Perspective

Halperin, Igor - 2020

Classical quantitative finance models such as the Geometric Brownian Motion or its later extensions such as local or stochastic volatility models do not make sense when seen from a physics-based perspective, as they are all equivalent to a negative mass oscillator with a noise. This paper...

Persistent link: https://www.econbiz.de/10012826182

Bubble Detection in Financial Markets - A Survey of Theoretical Bubble Models and Empirical Bubble Detection Tests

Wöckl, Ines - 2019

Asset price bubbles have fascinated economists for decades. In consequence, the literature on bubbles and their detection is abundant, with many researchers taking very opposite positions on the topic, however. This survey gives a structured overview of the two branches of research that have...

Persistent link: https://www.econbiz.de/10012862168

Measuring and modeling risk using high-frequency data

Härdle, Wolfgang (contributor); … - 2008

Measuring and modeling financial volatility is the key to derivative pricing, asset allocation and risk management.The recent availability of high-frequency data allows for refined methods in this field.In particular, more precise measures for the daily or lower frequency volatility can be...

Persistent link: https://www.econbiz.de/10003727640

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

Ardia, David - 2009

This book presents in detail methodologies for the Bayesian estimation of single-regime and regime-switching GARCH models. These models are widespread and essential tools in financial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique....

Persistent link: https://www.econbiz.de/10013156202

Awareness of Crash Risk Improves Kelly Strategies in Simulated Financial Time Series

Gerlach, J-C - 2020

We simulate a simplified version of the price process including bubbles and crashes proposed in Kreuser and Sornette (2018). The price process is defined as a geometric random walk combined with jumps modelled by separate, discrete distributions associated with positive (and negative) bubbles....

Persistent link: https://www.econbiz.de/10012836362

Financial Development and International Trade in Ghana : An Empirical Study

Owusu-Amoako, Johnson - 2015

This paper analyzes the relationship between growth in international trade and financial development in Ghana. Applying Co-integration Test and the Vector Error Correction Model to a time series dataset from 1960 to 2013, the study finds that there is long run causal relationship among the...

Persistent link: https://www.econbiz.de/10013009911

1
2
3
4
5
6
7
8
9
10
Next
Last