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M. Loebe,V. Theodoridis,R. Hetzeraper. We use daily closing prices for the period 1996–2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be similar to that of developed markets, such as the New YorkOVERT 发表于 2025-3-26 01:44:02
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W. Albert,A. Bittner,R. Hetzeraper. We use daily closing prices for the period 1996–2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be similar to that of developed markets, such as the New YorkOccupation 发表于 2025-3-26 12:04:22
Brigitta Bunzelions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted f不开心 发表于 2025-3-26 13:47:09
N. Caine,L. D. Sharples,J. Wallworkls of the specific markets being considered. While some of these “stylized facts”, such as the inverse cubic law distribution of price returns indeed seem to be universal, there is less consensus about other phenomena. In particular, there has been a long-running debate in the literature about whethPrologue 发表于 2025-3-26 20:27:36
R. A. Bornstein Ph.D.,R. C. Starlingions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted f