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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Hlavní autoři: Martín Cervantes, Pedro Antonio, Cruz Rambaud, Salvador, Valls Martínez, María del Carmen
Médium: info:eu-repo/semantics/article
Jazyk:English
Vydáno: MDPI 2020
Témata:
copulas
Markov Chain Monte Carlo simulation
local optima vs. local minima
financial markets
SRA approach
On-line přístup:http://hdl.handle.net/10835/8720

Internet

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

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