Modelling and forecasting of crises on the financial markets

Innovation in Financial Services ◽

10.4324/9781003051664-12 ◽

2020 ◽

pp. 167-180

Author(s):

Ewa Drabik

Keyword(s):

Financial Markets ◽

Modelling And Forecasting

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Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

Annals of Operations Research ◽

10.1007/s10479-019-03305-z ◽

2019 ◽

Cited By ~ 1

Author(s):

Gurjeet Dhesi ◽

Bilal Shakeel ◽

Marcel Ausloos

Keyword(s):

Brownian Motion ◽

Financial Markets ◽

Fractional Brownian Motion ◽

Motion Model ◽

Brownian Motion Model ◽

Modelling And Forecasting ◽

Model Approach

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Asia-Pacific Financial Markets: Integration, Innovation and Challenges

10.1016/s1569-3767(2007)8 ◽

2007 ◽

Keyword(s):

Financial Markets ◽

Asia Pacific

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Latin American Financial Markets: Developments in Financial Innovations

10.1016/s1569-3767(2005)5 ◽

2005 ◽

Keyword(s):

Financial Markets ◽

Latin American ◽

Financial Innovations

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The Regulation of International Financial Markets

10.1017/cbo9780511494505 ◽

2006 ◽

Cited By ~ 3

Keyword(s):

Financial Markets ◽

International Financial Markets

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European Financial Markets and Institutions

10.1017/cbo9780511806230 ◽

2009 ◽

Cited By ~ 28

Author(s):

Jakob de Haan ◽

Sander Oosterloo ◽

Dirk Schoenmaker

Keyword(s):

Financial Markets ◽

Markets And Institutions

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Discrete Models of Financial Markets

10.1017/cbo9781139051583 ◽

2009 ◽

Cited By ~ 1

Author(s):

Marek Capinski ◽

Ekkehard Kopp

Keyword(s):

Financial Markets ◽

Discrete Models

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Financial Markets and Institutions

10.1017/cbo9781139198943 ◽

2012 ◽

Cited By ~ 10

Author(s):

Jakob de Haan ◽

Sander Oosterloo ◽

Dirk Schoenmaker

Keyword(s):

Financial Markets ◽

Markets And Institutions

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Limit theorems and price changes in financial markets

Philosophical Magazine B ◽

10.1080/014186398258762 ◽

1998 ◽

Vol 77 (5) ◽

pp. 1353-1356

Author(s):

Rosario N. Mantegna, H. Eugene Stanley

Keyword(s):

Financial Markets ◽

Limit Theorems ◽

Price Changes

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Internationalising China's Financial Markets

10.1057/9780230583559 ◽

2008 ◽

Cited By ~ 5

Author(s):

Svenja Schlichting

Keyword(s):

Financial Markets

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The Electronic Financial Markets of the Future

10.1057/9781403946065 ◽

2002 ◽

Cited By ~ 1

Author(s):

Lauren Liebenberg

Keyword(s):

Financial Markets ◽

The Future

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