An Application of the SRA Copulas Approach to Price-Volume Research

An Application of the SRA Copulas Approach to Price-Volume Research

The objective of this study was to apply the Sadegh, Ragno, and AghaKouchak (SRA) approach to the field of quantitative finance by analyzing, for the first time, the relationship between price and trading volume of the securities using four stock market indices: DJIA, FOOTSIE100, NIKKEI225, and IBEX...

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Bibliographic Details
Main Authors: Martín Cervantes, Pedro Antonio, Cruz Rambaud, Salvador, Valls Martínez, María del Carmen
Format: info:eu-repo/semantics/article
Language:English
Published: MDPI 2020
Subjects:
copulas
Markov Chain Monte Carlo simulation
local optima vs. local minima
financial markets
SRA approach
Online Access:http://hdl.handle.net/10835/8720

Internet

http://hdl.handle.net/10835/8720

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