Výsledky vyhledávání - "V. Kumar Mani"

Levy models and long correlations applied to the study of exchange traded funds

Autor: E. Ncheuguim, Delia J. Valles-Rosales, J. D. Libbin, M. P. Beccar Varela, Maria C. Mariani, K. J. Martin, Christopher Erickson, V. Kumar Mani

Publikováno v: International Journal of Computer Mathematics. 86:1040-1053

This work is devoted to the study of statistical properties of Exchange Traded Funds (ETF). Some of the leading ETF in the market are analysed by using the Hurst and DFA methods to detect long range correlations, and the Levy models to describe the r

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5ff2d13c43e60633e9294062b3d4c7f1
https://doi.org/10.1080/00207160902763765

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Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets

Autor: Delia J. Valles-Rosales, M. P. Beccar Varela, Maria C. Mariani, V. Kumar Mani, Christopher Erickson, J. D. Libbin

Publikováno v: Physica A: Statistical Mechanics and its Applications. 387:1273-1282

This work is devoted to the study of long correlations and other statistical properties of the Indian Market Indices in comparison to other emerging market indices. We verified that the behavior of the return is compatible with a Normalized Truncated

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0b99465fae504d83122239f309322ec7
https://doi.org/10.1016/j.physa.2007.10.064

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