Predicting changes in dynamical behaviour of asset price returns

zbMATH Open1194.91176MaRDI QIDQ3567585FDOQ3567585

Authors: Bright Okore Osu 

Publication date: 17 June 2010

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zbMATH Keywords

probability distributionasset price returnspredicting changes

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Cited In (6)

• Predictive Macro-Finance With Dynamic Partition Models
• Adaptive signal processing of asset price dynamics with predictability analysis
• Penetrating sporadic return predictability
• Predictability of shapes of intraday price curves
• A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS
• Measuring excess-predictability of asset returns and market efficiency over time

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