The following pages link to (Q4523525):
Displaying 9 items.
- The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (Q310972) (← links)
- Higher-order analysis within Weierstrass hierarchical walks (Q696662) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
- Stochastic simulations of time series within Weierstrass–Mandelbrot walks (Q4647263) (← links)
- Lévy flights: Exact results and asymptotics beyond all orders (Q4832624) (← links)
- Sector categorization using gradient boosted trees trained on fundamental firm data (Q5156839) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
- The roles of extrinsic periodic information on the stability of stock price (Q6176894) (← links)
