Model for correlations in stock markets

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic dynamical model for stock-stock correlations.

We propose a model of coupled random walks for stock-stock correlations. The walks in the model are coupled via a mechanism that the displacement (price change) of each walk (stock) is activated by the price gradients over some underlying network. We assume that the network has two underlying structures, describing the correlations among the stocks of the whole market and among those within ind...

متن کامل

Visualizing time-varying correlations across stock markets

We propose a graphical method to visualize possible time-varying correlations between stock market returns. The method can be useful for observing stable or emerging clusters of stock markets with similar behavior. The graphs, which originate from applying multidiŽ . mensional scaling techniques MDS , may also guide the construction of multivariate econometric models. We illustrate our method f...

متن کامل

Forecasting conditional correlations in stock, bond and foreign exchange markets

Unlike conditional volatility that has been investigated intensively, conditional correlations between financial assets have received only little attention in literature. Researchers have, for so long, focused mainly on estimating returns and risk, and have assumed that the correlations are constant and have therefore paid less attention on them. However, recent studies uncover that such correl...

متن کامل

A General Stock Model for Fuzzy Markets

This paper presents a general stock model for fuzzy markets based on a class of fuzzy process, that is, geometric Liu process. Firstly, a brief history of stock models and some methodologies used in stochastic stock models have been reviewed. Next, some useful concepts and properties about fuzzy process are presented. Then, a general stock model for fuzzy markets is formulated by way of fuzzy d...

متن کامل

GJR-Copula-CVaR Model for Portfolio Optimization: Evidence for Emerging Stock Markets

Abstract T his paper empirically examines the impact of dependence structure between the assets on the portfolio optimization, composed of Tehran Stock Exchange Price Index and Borsa Istanbul 100 Index. In this regard, the method of the Copula family functions is proposed as powerful and flexible tool to determine the structure of dependence. Finally, the impact of the dep...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physical Review E

سال: 2000

ISSN: 1063-651X,1095-3787

DOI: 10.1103/physreve.61.5981