On the Statistical Analysis of Financial Networks of the Egyptian Stock Exchange We consider a network representation of the Egyptian Stock Market price data; this network constructed by calculating correlations between each pairs of st... K Elghareni - 《Social Science Electronic Publishing》 被引...
On the Statistical Analysis of Financial Networks of the Egyptian Stock ExchangeCross-correlationdegree distributionedge densityWe consider a network representation of the Egyptian Stock Market price data; this network constructed by calculating correlations between each pairs of stocksElghareni, Khaled...
Networks of Financial Contagion Banks develop relationships in order to protect themselves against liquidity risk. Despite this benefit, fragility of financial markets stems from these interconnections. A cornerstone in the microeconomic analysis of contagion in financ... L Cutillo,GD Marco,C Donnini 被...
Financial time series, like the JPY/DEM and USD/DEM exchange rates are used for illustration, but mathematical ones, like (fractional or not) Brownian walks can be used also as indicated. 关键词: 05.40. - - mathContainer Loading Mathjax a 05.45.Tp 89.65.Gh 89.75.Da Time-series analysis ...
Eur.Phys.J.B01487:301DOI:10.1140/epjb/e014-50596-yRegularArticleTHEEUROPEANPHYSICALJOURNALBIntrinsicsuperstatisticalcomponentsoffinancialtimeseriesC˘alinVamo¸saandMariaCr˘aciunT.PopoviciuInstituteofNumericalAnalysisRomanianAcademyP.O.Box68400110
A statistic analysis of linguistic projects funded by National Social Science Fund of China from 2006 to 2015 indicates the following points. First, though the number of funded linguistic projects has been growing, its rate didn't change significantly. There is an unbalanced or unequal regional dis...
What are the Top Statistical Software: IBM SPSS Modeler, Minitab, Develve, XLSTAT, Forecast Pro, Analyse-it, SmartPLS, PolyAnalyst, Regression Analysis of Time Series, SAS Visual Statistics, Stata, AcaStat, MATLAB, EViews, JMP, Mathematica, Qlucore, MedCalc, NCSS, EasyFit, MaxStat, Data Desk...
The present work intends to discuss parameter estimation and statistical analysis in adsorption. The Langmuir and Tóth isotherm models are compared for a set of carbon dioxide adsorption data on 13X zeolite from literature at different temperatures: 303, 323, 373, and 423 K. Statistical analyses ...
(namely: energy markets; fund and portfolio management; methods for derivative pricing; risk and volatility models); statistical models in finance (namely: artificial neural networks; clustering techniques; kernel-based and robust estimation methods; multivariate methods for the analysis of financial ...
Evidence is shown on how anon-parametric statistical procedure such as wavelets may be usefulfor improving the generalization power of GARCH models when applied tode-noised returns. 展开 关键词: Financial volatility multiresolution analysis wavelet transforms data de-noising with wavelet shrinkage GARCH...