Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar
| Year of publication: |
2019
|
|---|---|
| Authors: | Ezepue, Patrick Oseloka ; Urama, Thomas Chinwe ; Omar, Mahmoud A. Taib |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 2, p. 105-151
|
| Subject: | SSMCD | RMT | Cross-Correlations | Implied Volatility | Option Pricing | Macroeconomics | NSM | Genome | Econome | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Korrelation | Correlation | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2019.92007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116709