The risks and returns of stock investment in a financial market

DOI10.1016/j.physleta.2013.01.006zbMath1429.91348OpenAlexW2015561154MaRDI QIDQ2284015

Dong-Cheng Mei, Jiang-Cheng Li

Publication date: 13 January 2020

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2013.01.006

zbMATH Keywords

time delayHeston modelfinancial marketstock price returnsmean escape time

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

Related Items (9)

Fluctuations-induced regime shifts in the endogenous credit system with time delay ⋮ The roles of mean residence time on herd behavior in a financial market ⋮ Controlling of stochastic resonance and noise enhanced stability induced by harmonic noises in a bistable system ⋮ Non-Gaussian noise-weakened stability in a foraging colony system with time delay ⋮ The time delay restraining the herd behavior with Bayesian approach ⋮ An approach for measuring corporation financial stability by econophysics and Bayesian method ⋮ The roles of extrinsic periodic information on the stability of stock price ⋮ The returns and risks of investment portfolio in a financial market ⋮ Combined action of non-Gaussian noise and time delay on stochastic dynamical features for a metapopulation system driven by a multiplicative periodic signal

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