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Modeling and simulation of the market fluctuations by the finite range contact systems
5 references·1 citing·29 second hop
Modeling and simulation of the market fluctuations by the finite range contact systems (2010)Modeling and simulation of the market flu…Introduction to Stochastic Calculus Applied to Finance (2011)Introduction to Stochastic Ca…Forecasting model of global stock index by stochastic time effective neural network (2009)Forecasting model of global s…Effect of trends on detrended fluctuation analysis (2001)Effect of trends on detrended…Econophysics: financial time series from a statistical physics point of view (2000)Econophysics: financial time …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis (2012)Modeling stock price dynamics…Human behavior and the principle of least effort (1949)Fractals and Scaling in Finance (1997)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Some long‐run properties of geophysical records (1969)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of nonstationarities on detrended fluctuation analysis (2002)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX > 2 DOES NOT EXCLUDE THE LEVY-STABLE REGIME (2001)LEVY-STABLE DISTRIBUTIONS REVISITED: TAIL INDEX > 2 DOES NOT EXCLUDE THE LEVY-STABLE REGIME (2001)The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective (2020)Modern Portfolio Theory and Investment Analysis. (1982)Stock Returns and the Term Structure (1985)Economic Significance of Predictable Variations in Stock Index Returns (1989)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Using artificial neural network models in stock market index prediction (2011)Machine learning techniques and data for stock market forecasting: A literature review (2022)Stochastic Differential Equations (2002)Stochastic Volatility for Lévy Processes (2003)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2001Effect of trends on detrended fluctuation analysis1,298 cited
  • 2011Introduction to Stochastic Calculus Applied to Finance654 cited
  • 2000Econophysics: financial time series from a statistical physics point of view165 cited
  • 2009Forecasting model of global stock index by stochastic time effective neural network151 cited

Cited by

  • 2012Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis48 cited

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