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- W2023490620 abstract "The financial world is an uncertain universe where events take place every day, every hour, and every second. Information arrives completely randomly and so do the events. The operations in business activities are continually affected by these events beyond the control of the management. One of the most significant examples in financial economics is the most recent economic-financial crisis of 2008-2009 caused by the collapse of Lehman Brothers Holdings Inc. . The aim of this study is to investigate the statistical properties of the empirical data based on time series of the RFTSE100, RS&P500 and forecast one-step-ahead returns for three months. Additionally, we study the behavior of volatility, which is currently determined as a measure for variation of price or return of a financial instrument over time." @default.
- W2023490620 created "2016-06-24" @default.
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- W2023490620 date "2013-09-01" @default.
- W2023490620 modified "2023-09-26" @default.
- W2023490620 title "The Establishment of the Mode for Price Fluctuation of Financial Market and the Prediction of its Tendency" @default.
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- W2023490620 doi "https://doi.org/10.4028/www.scientific.net/amm.401-403.1444" @default.
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