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Strategies used as spectroscopy of financial markets reveal new stylized facts
spectroscopy Strategies financial markets
2011/7/25
Abstract: We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to op...
Dynamics on/in financial markets: dynamical decoupling and stylized facts
Dynamics financial markets dynamical decoupling stylized facts
2010/10/19
Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least q...
Dynamics on/in financial markets: dynamical decoupling and stylized facts
financial markets stylized facts dynamical decoupling
2010/4/28
Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least q...