We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensembles and specifics of stock price returns for global stock indices, and the corresponding Zipf distributions are given. First we study the fluctuation behavior of global stock markets by m, k -Zipf method. Then we consider a dynamic stock pr...

Employing the dataset of WTI oil spot price and stock price index in China Brazil, India, US, German, France, UK and Japan, this paper obtains five subinterval of whole sample range through a nonparametric multiple change point algorithms. Furthermore, it analyses dependence between oil spot price and stock price index through copula model and computes the value of VaR and ES based on simulatio...

A portfolio optimization problem on an infinite time horizon is considered. Risky asset price obeys a logarithmic Brownian motion, and the interest rate varies according to an ergodic Markov diffusion process. Moreover, the interest rate fluctuation is correlated with the risky asset price fluctuation. The goal is to choose optimal investment and consumption policies to maximize the infinite ho...

In this study, a model of Bayesian Dynamic Stochastic General Equilibrium (DSGE) from Real Business Cycles (RBC) approach with the aim of identifying the factors shaping price bubbles of Tehran Stock Exchange (TSE) was specified. The above-mentioned model was conducted in two scenarios. In the first scenario, the baseline model with sentiment shock was examined. In this model, stock price bubbl...

1 mg/L by BMD and 2 mg/L by the Etest (Table 2). When the geometric mean MIC values were compared, they varied from 0.97 to 1.28 by BMD and 0.88 to 1.23 by the Etest. The vancomycin MIC values showed fluctuation from year to year. This fluctuation was not statistically significant either by the BMD method (P ¼ 0.225) or the Etest (P¼ 0.136). Although the vancomycin MIC values fluctuated from ye...

In recent years, the price of small agricultural products has both plummeted and skyrocketed, which a great impact on people’s lives. Studying factors affecting fluctuation is significance for stabilizing their price. With development application social media, farmers consumers are more greatly influenced by online public opinion, resulting in irrational planting behavior or purchasing behavior...