Exploring the dynamics of financial markets: from stock prices to strategy returns
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Publication:508286
DOI10.1016/J.CHAOS.2016.03.014zbMath1415.91277OpenAlexW2334170640MaRDI QIDQ508286
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2016.03.014
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (5)
Pricing of financial derivatives based on the Tsallis statistical theory ⋮ Disturbances and complexity in volatility time series ⋮ Complexity in quantitative finance and economics ⋮ The non-markovian property of \(q\)-Gaussian process ⋮ Forecasting financial time series with Boltzmann entropy through neural networks
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