Modeling record-breaking stock prices (Q1782591)
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scientific article; zbMATH DE number 6939708
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling record-breaking stock prices |
scientific article; zbMATH DE number 6939708 |
Statements
Modeling record-breaking stock prices (English)
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20 September 2018
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record statistics
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extreme value statistics
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extreme events in financial markets
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random walks
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autoregressive processes
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GARCH-models
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0.7135156393051147
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0.712030291557312
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0.6893194913864136
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0.6834828853607178
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0.6804152727127075
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