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...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs: Martín Cervantes, Pedro Antonio, Cruz Rambaud, Salvador, Valls Martínez, María del Carmen
Formaat: info:eu-repo/semantics/article
Taal:English
Gepubliceerd in: MDPI 2020
Onderwerpen:
copulas
Markov Chain Monte Carlo simulation
local optima vs. local minima
financial markets
SRA approach
Online toegang:http://hdl.handle.net/10835/8720

Internet

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

Gelijkaardige items