Time-scale effects on the gain-loss asymmetry in stock indices-Reference-Cited by-同舟云学术

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Time-scale effects on the gain-loss asymmetry in stock indices

Published:2016-08-22 Issue:2 Volume:94 Page:
ISSN:2470-0045
Container-title:Physical Review E
language:en
Short-container-title:Phys. Rev. E

Author:

Sándor Bulcsú,Simonsen Ingve,Nagy Bálint Zsolt,Néda Zoltán

Funder

European Social Fund

Unitatea Executiva pentru Finantarea Invatamantului Superior, a Cercetarii, Dezvoltarii si Inovarii

Norges Forskningsråd

Publisher

American Physical Society (APS)

Link

http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.94.022311/fulltext

Reference39 articles.

1. Econophysics review: I. Empirical facts

2. Multiscaling and Structure Functions in Turbulence: An Alternative Approach

3. Optimal investment horizons

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. An asymmetric PROMETHEE II for cryptocurrency portfolio allocation based on return prediction;Applied Soft Computing;2022-12

2. A Bayesian analysis of gain-loss asymmetry;SN Business & Economics;2022-04-09

3. A multi-scale symmetry analysis of uninterrupted trends returns in daily financial indices;Physica A: Statistical Mechanics and its Applications;2021-07

4. Multifractal analysis of financial markets: a review;Reports on Progress in Physics;2019-11-19

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