Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations
HF Coronel-Brizio, AR Hernández-Montoya… - Physica A: Statistical …, 2007 - Elsevier
It is well known that there exist statistical and structural differences between the stock
markets of developed and emerging countries. In this work, and in order to find out if the …
markets of developed and emerging countries. In this work, and in order to find out if the …
Analysis of price fluctuations in futures exchange markets
We show that the fluctuations of the tick-by-tick logarithmic price in a futures market can be
described in terms of the Fokker–Planck equation (FPE). We calculate the corresponding …
described in terms of the Fokker–Planck equation (FPE). We calculate the corresponding …
Bayesian inference of fractional brownian motion of multivariate stochastic differential equations
QN Nauef Al-Qazaz, AH Ali - International Journal of Nonlinear …, 2022 - ijnaa.semnan.ac.ir
There have been much interest in analysis of stochastic differential equation with long
memory, represented by fractional diffusion process, this property have been proved itself in …
memory, represented by fractional diffusion process, this property have been proved itself in …
[图书][B] Financial market analysis using a kinetics model
FR Brown Jr - 2013 - search.proquest.com
Over the past several decades physicists have used models and techniques that were
developed in the sciences in order to analyze the price and volume behavior of financial …
developed in the sciences in order to analyze the price and volume behavior of financial …
[引用][C] Fractional Brownian motion inference of multivariate stochastic differential equations
AH Ali, QNN AL-Qazaz - Periodicals of Engineering and Natural Sciences (PEN), 2020