Valeriy Zakamulin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Secular mean reversion and long-run predictability of the stock market
Bulletin of Economic Research
2021-07-08Paper
Stock volatility predictability in bull and bear markets
Quantitative Finance
2020-12-07Paper
Trend following with momentum versus moving averages: a tale of differences
Quantitative Finance
2020-12-07Paper
THE CARMA INTEREST RATE MODEL
International Journal of Theoretical and Applied Finance
2014-06-19Paper


Research outcomes over time


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