Predicting changes in dynamical behaviour of asset price returns

MaRDI QIDQ3567585zbMATH OpenFDO

Authors Bright Okore Osu

Publication date 17 June 2010

zbMATH Keywords

probability distributionasset price returnspredicting changes

Mathematics Subject Classification ID

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

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Cited in

(6)

• Measuring excess-predictability of asset returns and market efficiency over time
• 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

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