The persistence of financial volatility after COVID-19
نویسندگان
چکیده
منابع مشابه
Volatility, persistence, and survival in financial markets.
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price fluctuations as a non-Markovian stochastic process using the first-passage statistical concepts of persistence and survival. We report the results of empiri...
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ژورنال
عنوان ژورنال: Finance Research Letters
سال: 2021
ISSN: 1544-6123
DOI: 10.1016/j.frl.2021.102056