- Tytuł:
- A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets
- Autorzy:
- Manhire, J.
- Powiązania:
- https://bibliotekanauki.pl/articles/1029529.pdf
- Data publikacji:
- 2018-06
- Wydawca:
- Polska Akademia Nauk. Instytut Fizyki PAN
- Tematy:
-
02.70.-c
05.10.-a
89.65.Gh - Opis:
- The paper describes the behavior of financial markets as functions of the variables ``price return'' and ``time'' based on the net difference between ask and bid volumes over a unit period, thereby suggesting that at least a negative non-trivial price return extreme exists for a unit period. This admittedly heuristic approach also offers a method for approximating these negative price return extremes for a specific unit period. Limitations and applications are discussed.
- Źródło:
-
Acta Physica Polonica A; 2018, 133, 6; 1408-1413
0587-4246
1898-794X - Pojawia się w:
- Acta Physica Polonica A
- Dostawca treści:
- Biblioteka Nauki
Artykuł