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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Martín Cervantes, Pedro Antonio, Cruz Rambaud, Salvador, Valls Martínez, María del Carmen
स्वरूप: info:eu-repo/semantics/article
भाषा:English
प्रकाशित: MDPI 2020
विषय:
copulas
Markov Chain Monte Carlo simulation
local optima vs. local minima
financial markets
SRA approach
ऑनलाइन पहुंच:http://hdl.handle.net/10835/8720

इंटरनेट

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

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