Zobrazeno 1 - 10
of 1 177
pro vyhledávání: '"Olkhov, A."'
Autor:
Olkhov, Victor
This paper derives the expressions of correlations between prices of two assets, returns of two assets, and price-return correlations of two assets that depend on statistical moments and correlations of the current values, past values, and volumes of
Externí odkaz:
http://arxiv.org/abs/2412.13172
Autor:
Olkhov, Victor
This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volumes of market trades. Any econometric assessments of macroeconomic vari
Externí odkaz:
http://arxiv.org/abs/2408.04644
Autor:
Olkhov, Victor
This paper studies the links between the descriptions of macroeconomic variables and statistical moments of market trade, price, and return. The randomness of market trade values and volumes during the averaging interval {\Delta} results in the rando
Externí odkaz:
http://arxiv.org/abs/2310.05971
Autor:
Olkhov, Victor
We discuss the economic reasons why the predictions of price and return statistical moments in the coming decades, in the best case, will be limited by their averages and volatilities. That limits the accuracy of the forecasts of price and return pro
Externí odkaz:
http://arxiv.org/abs/2309.02447
Autor:
Olkhov, Victor
We describe how the market-based average and volatility of the "actual" return, which the investors gain within their market sales, depend on the statistical moments, volatilities, and correlations of the current and past market trade values. We desc
Externí odkaz:
http://arxiv.org/abs/2304.06466
Autor:
Olkhov, Victor
This paper describes the dependence of market-based statistical moments of returns on statistical moments and correlations of the current and past trade values. We use Markowitz's definition of value weighted return of a portfolio as the definition o
Externí odkaz:
http://arxiv.org/abs/2302.07935
Autor:
Olkhov-Mitsel, Ekaterina1 (AUTHOR), Chan, Danny1 (AUTHOR), Craddock, Kenneth J.1,2 (AUTHOR), Lin, August3,4 (AUTHOR), Luk, Grace1 (AUTHOR), Goswami, Rashmi S.1,2 (AUTHOR), Wang, Hong5 (AUTHOR), Plotkin, Anna1,2 (AUTHOR), Nofech-Mozes, Sharon1,2 (AUTHOR), Hwang, David M.1,2 (AUTHOR), Huang, Weei-Yuarn1,2 (AUTHOR) weeiyuarn.huang@sunnybrook.ca
Publikováno v:
Cancers. Dec2024, Vol. 16 Issue 23, p3927. 15p.
Autor:
Olkhov, Victor
Accuracy of economic theories and efficiency of economic policy strictly depend on the choice of the economic variables and processes mostly liable for description of economic reality. That states the general problem of assessment of any possible eco
Externí odkaz:
http://arxiv.org/abs/2208.07839
Autor:
Olkhov, Victor
We consider volume weighted average price (VWAP) as the 1st market-based statistical moment and derive the dependence of higher statistical moments of price on statistical moments and correlations of the values and volumes of market trades. If all tr
Externí odkaz:
http://arxiv.org/abs/2205.07256
Autor:
Olkhov, Victor
This paper highlights the hidden dependence of the basic pricing equation of a multi-period consumption-based asset pricing model on price and payoff autocorrelations. We obtain the approximations of the basic pricing equation that describe the mean
Externí odkaz:
http://arxiv.org/abs/2204.07506