A Goodwin-Type Model with Cubic Investment Function

CRYPTOCURRENCY VOLATILITY AND RISK MODELING: MONTE CARLO SIMULATIONS, GARCH ANALYSIS, AND FINANCIAL MARKET INTEGRATION

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Some problems for Clark’s model. II. A solution for Merton’s portfolio problem1

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Realized volatility estimation: new simulation approach and empirical study results

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Complex Systems and Time Series Analysis

Short-Term Price Overreactions: Identification, Testing, Exploitation

Схоже за: Financial Markets and Investment Strategies · Complex Systems and Time Series Analysis

Price gaps: Another market anomaly?

Схоже за: Financial Markets and Investment Strategies · Complex Systems and Time Series Analysis

RISK, RETURN AND INTERNATIONAL PORTFOLIO DIVERSIFICATION: K-MEANS CLUSTERING DATA

Схоже за: Financial Markets and Investment Strategies · Complex Systems and Time Series Analysis