Predictability and herding of bourse volatility : an econophysics analogue
Bikramaditya Ghosh, Krishna M.C., Shrikanth Rao, Emira Kozarević, Rahul Kumar Pandey
| Year of publication: |
2018
|
|---|---|
| Authors: | Ghosh, Bikramaditya ; Krishna, Mysore Chidambareswaran ; Rao, Shrikanth ; Kozarević, Emira ; Pandey, Rahul Kumar |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 2, p. 317-326
|
| Subject: | econophysics | herding | High Frequency Trading | Hurst exponent | Ökonophysik | Econophysics | Herdenverhalten | Herding | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Börsenhandel | Stock exchange trading | Zeitreihenanalyse | Time series analysis | Anlageverhalten | Behavioural finance |