Pages that link to "Item:Q4646480"

The following pages link to Empirical properties of asset returns: stylized facts and statistical issues (Q4646480):

Displaying 50 items.

• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
• A note on power-law cross-correlated processes (Q2122871) (← links)
• The odd log-logistic Weibull-G family of distributions with regression and financial risk models (Q2136512) (← links)
• A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813) (← links)
• COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
• Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
• The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706) (← links)
• Equity returns and sentiment (Q2148731) (← links)
• Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
• Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
• Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
• Machine learning and speed in high-frequency trading (Q2152342) (← links)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• Planetary boundaries of consumption growth: declining social discount rates (Q2157176) (← links)
• Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
• Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
• Order book model with herd behavior exhibiting long-range memory (Q2159603) (← links)
• Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
• Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
• Optimal classification of Gaussian processes in homo- and heteroscedastic settings (Q2195853) (← links)
• Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
• Herding, minority game, market clearing and efficient markets in a simple spin model framework (Q2204799) (← links)
• Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
• \textit{SMART-or} and \textit{SMART-and} fuzzy average operators: a generalized proposal (Q2219361) (← links)
• Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
• Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
• Minimum Rényi entropy portfolios (Q2241052) (← links)
• Regime switching model estimation: spectral clustering hidden Markov model (Q2241182) (← links)
• Network tail risk estimation in the European banking system (Q2246610) (← links)
• Market stability with machine learning agents (Q2246684) (← links)
• Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
• Random-time isotropic fractional stable fields (Q2248940) (← links)
• Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
• Asset prices, traders' behavior and market design (Q2270562) (← links)
• Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
• Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
• Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (Q2276216) (← links)
• Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
• Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
• The risks and returns of stock investment in a financial market (Q2284015) (← links)
• High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)