Persistence of return distribution sequence in financial markets

DOI10.1016/j.cnsns.2024.107856OpenAlexW4390843642MaRDI QIDQ6121857

Chun-Xiao Nie

Publication date: 27 February 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2024.107856

zbMATH Keywords

persistencestock marketWasserstein distancetopological correlation coefficient

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx) Inference from stochastic processes (62Mxx)

Cites Work

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• Comparing distributions
• Persistence in complex systems
• Time Series Analysis and Its Applications
• Predictable Return Distributions
• Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity
• Theory of Financial Risk and Derivative Pricing
• Optimal Transport
• Differentiate data by higher-order structures