Testing the stochastic disorder model on stock markets
Year of publication: |
2018
|
---|---|
Authors: | Sokko, Anastasiia |
Published in: |
Essays in behavioural financial markets and asset pricing. - Zurich. - 2018, p. 89-121
|
Subject: | Bubbles | market timing | quickest disorder detection | Theorie | Theory | Spekulationsblase | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
-
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia, (2017)
-
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien, (2021)
-
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
- More ...
-
Margin requirements and evolutionary asset pricing
Sokko, Anastasiia, (2017)
-
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia, (2017)
-
Margin requirements and evolutionary asset pricing
Sokko, Anastasiia, (2018)
- More ...