Zobrazeno 1 - 10
of 58
pro vyhledávání: '"M A Sánchez-Granero"'
Publikováno v:
Humanities & Social Sciences Communications, Vol 9, Iss 1, Pp 1-14 (2022)
Abstract Discussion about the effect of constraints in portfolio selection is a popular topic in finance. In this paper, we test the portfolio performance under the existence of regulatory constraints. This paper tries to provide evidence of whether
Externí odkaz:
https://doaj.org/article/9a6ddd6c132848a1b6afb29277547e33
Publikováno v:
Financial Innovation, Vol 8, Iss 1, Pp 1-21 (2022)
Abstract This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent. We show
Externí odkaz:
https://doaj.org/article/95dac2e0a1b04ea69bedfedc4c58d0fb
Publikováno v:
Humanities & Social Sciences Communications, Vol 9, Iss 1, Pp 1-1 (2022)
Externí odkaz:
https://doaj.org/article/522524c2500e41b9a04aa00c344de457
Publikováno v:
Complexity, Vol 2021 (2021)
Based on recent works on stocks comovement, Pairs Trading’s strategy is enhanced by reducing the stock universe to the stocks with the lower volatility on a given date. From this universe of low volatility stocks, pairs are selected by looking for
Externí odkaz:
https://doaj.org/article/a076071dac5c49b58d45af1927a83fe2
Publikováno v:
PLoS ONE, Vol 14, Iss 7, p e0219243 (2019)
In this paper, we explore the (in)efficiency of the continuum Bitcoin-USD market in the period ranging from mid 2010 to early 2019. To deal with, we dynamically analyse the evolution of the self-similarity exponent of Bitcoin-USD daily returns via ac
Externí odkaz:
https://doaj.org/article/fb1d876c631d4f57b5d42b9c5d9f79c8
Publikováno v:
PLoS ONE, Vol 12, Iss 12, p e0188814 (2017)
In this work we extend a well-known model from arrested physical systems, and employ it in order to efficiently depict different currency pairs of foreign exchange market price fluctuation distributions. We consider the exchange rate price in the tim
Externí odkaz:
https://doaj.org/article/a12557fe084348e4a7e13b3ab7adaf77
Autor:
F.G. Arenas, M. A. Sánchez Granero
Publikováno v:
Applied General Topology, Vol 2, Iss 2, Pp 191-204 (2001)
In this paper we introduce the concept of directed fractal structure, which is a generalization of the concept of fractal structure (introduced by the authors). We study the relation with transitive quasiuniformities and inverse limits of posets. We
Externí odkaz:
https://doaj.org/article/0b1a28629dc74448bd485ba13d10c45b
Publikováno v:
Proceedings of Indian National Science Academy, Vol 33, Iss 8 (2015)
COMPLETENESS IN METRIC SPACES
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::92e67fe60c53a55452f7e0daa573db2d
https://insa.nic.in/writereaddata/UpLoadedFiles/PINSA/20006181_1197.pdf
https://insa.nic.in/writereaddata/UpLoadedFiles/PINSA/20006181_1197.pdf
Publikováno v:
riUAL. Repositorio Institucional de la Universidad de Almería
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instname
In this paper, three new algorithms are introduced in order to explore long memory in financial time series. They are based on a new concept of fractal dimension of a curve. A mathematical support is provided for each algorithm and its accuracy is te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::992796da42660604fb9cb881a8a6a9ac
https://doi.org/10.1140/epjb/e2012-20803-2
https://doi.org/10.1140/epjb/e2012-20803-2
Autor:
Yoon, Beomseok1 (AUTHOR), Karali, Berna2 (AUTHOR) bkarali@uga.edu
Publikováno v:
Emerging Markets Finance & Trade. 2025, Vol. 61 Issue 1, p125-141. 17p.