A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market

DOI10.1016/j.physa.2013.04.019zbMath1402.91934arXiv1207.1202OpenAlexW1821069086WikidataQ56930887 ScholiaQ56930887MaRDI QIDQ1673120

Peng Zhang

Publication date: 11 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1202

zbMATH Keywords

stochastic geometryefficient market hypothesismultivariate kurtosismarket crises

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cites Work

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