Pages that link to "Item:Q2873035"
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The following pages link to Detecting market crashes by analysing long-memory effects using high-frequency data (Q2873035):
Displaying 5 items.
- Stochastic differential equations applied to the study of geophysical and financial time series (Q1618960) (← links)
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies (Q1620593) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China (Q4683105) (← links)
- Modeling high frequency stock market data by using stochastic models (Q5085210) (← links)
