Statistical Analysis of Current Financial Instrument Quotes in the Conditions of Market Chaos
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- Xing, Dun-Zhong & Li, Hai-Feng & Li, Jiang-Cheng & Long, Chao, 2021. "Forecasting price of financial market crash via a new nonlinear potential GARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
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- Eva Kaslik & Mihaela Neamţu & Anca Rădulescu, 2022. "Preface to the Special Issue on “Advances in Differential Dynamical Systems with Applications to Economics and Biology”," Mathematics, MDPI, vol. 10(19), pages 1-3, September.
- Alexander Musaev & Andrey Makshanov & Dmitry Grigoriev, 2024. "Multi-regression Forecast in Stochastic Chaos," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 137-160, July.
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Keywords
stochastic chaos; multidimensional statistical analysis; multi-regression estimation; sliding observation window; asset management;All these keywords.
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