20 search results - page 1 / 4 » Data Analysis and Statistical Behaviors of Stock Market Fluc... |
JCP
2008
13 years 5 months ago
2008
In this paper, the data of Chinese stock markets is analyzed by the statistical methods and computer sciences. The fluctuations of stock prices and trade volumes are investigated b...
JCP
2008
13 years 5 months ago
2008
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the inte...
JCP
2008
13 years 5 months ago
2008
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
MANSCI
2010
13 years 20 hour ago
2010
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
TSMC
2008
13 years 5 months ago
2008
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...