Pages that link to "Item:Q5947865"
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The following pages link to More stylized facts of financial markets: leverage effect and downside correlations (Q5947865):
Displaying 11 items.
- Why does bad news increase volatility and decrease leverage? (Q413491) (← links)
- Optimal allocation of trend following strategies (Q1618529) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Following a trend with an exponential moving average: analytical results for a Gaussian model (Q1782520) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- The reactive volatility model (Q2871420) (← links)
- Detecting market crashes by analysing long-memory effects using high-frequency data (Q2873035) (← links)
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues (Q4562472) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- Processes for stocks capturing their statistical properties from one day to one year (Q5245352) (← links)