AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Long-range dependence in the conditional variance of stock returns / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Price Variability-Volume Relationship on Speculative Markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations / rank | |||
Normal rank |
Latest revision as of 13:47, 30 May 2024
scientific article; zbMATH DE number 1505306
Language | Label | Description | Also known as |
---|---|---|---|
English | AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS |
scientific article; zbMATH DE number 1505306 |
Statements
AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (English)
0 references
4 January 2001
0 references
Stock Market models
0 references
Volatility clustering
0 references
Complex systems
0 references
0 references