𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The impact of terrorism on financial markets: An empirical study

✍ Scribed by Marc Chesney; Ganna Reshetar; Mustafa Karaman

Book ID
116615683
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
287 KB
Volume
35
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Stochastic volatility of financial marke
Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study
✍ A. Christian Silva; Victor M. Yakovenko πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 459 KB

We present an empirical study of the subordination hypothesis for a stochastic time series of a stock price. The fluctuating rate of trading is identified with the stochastic variance of the stock price, as in the continuous-time random walk (CTRW) framework. The probability distribution of the stoc