A 3-component superposed Ornstein-Uhlenbeck model applied to financial stock markets-Reference-Cited by-同舟云学术

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A 3-component superposed Ornstein-Uhlenbeck model applied to financial stock markets

Published:2022-04-06 Issue:1 Volume:9 Page:
ISSN:2768-4830
Container-title:Research in Mathematics
language:en
Short-container-title:Research in Mathematics

Author:

Mariani Maria C.¹,Asante Peter K.²,Tweneboah Osei K.³,Kubin William²

Affiliation:

1. Department of Mathematical Sciences and Computational Science Program, University of Texas, El Paso, TX, United States

2. Computational Science Program, University of Texas, El Paso, TX, United States

3. Department of Data Science, Ramapo College of New Jersey, Mahwah, NJ, United States

Funder

National Institute on Minority Health and Health Disparities

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/27658449.2021.2024339

Reference19 articles.

1. Survival Models Based on the Ornstein-Uhlenbeck Process

2. Detecting market crashes by analysing long-memory effects using high-frequency data

3. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

4. Embedding a stochastic difference equation into a continuous-time process

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dynamic weight-based accelerated test modeling for fault degradation and lifetime analysis;Reliability Engineering & System Safety;2024-12

2. Modeling stationary, periodic, and long memory processes by superposed jump-driven processes;Chaos, Solitons & Fractals;2024-11

3. Prediction of the Stock Prices at Uganda Securities Exchange Using the Exponential Ornstein–Uhlenbeck Model;International Journal of Mathematics and Mathematical Sciences;2023-07-20

4. Determining the background driving process of the Ornstein-Uhlenbeck model;Electronic Journal of Differential Equations;2023-03-27

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