FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4284693798> ?p ?o ?g. }

• W4284693798 endingPage "e0270492" @default.
• W4284693798 startingPage "e0270492" @default.
• W4284693798 abstract "In financial time series there are time periods in which market indices values or assets prices increase or decrease monotonically. We call those events price runs, elementary uninterrupted trends or just uninterrupted trends. In this paper we study the distribution of the duration of uninterrupted trends for the daily indices DJIA, NASDAQ, IPC and Nikkei 225 during the period of time from 10/30/1978 to 08/07/2020 and we compare the simple geometric statistical model with [Formula: see text] consistent with the EMH to the empirical data. By a fitting procedure, it is found that the geometric distribution with parameter [Formula: see text] provides a good model for uninterrupted trends of short and medium duration for the more mature markets; however, longest duration events still need to be statistically characterized. Estimated values of the parameter p were also obtained and confirmed by calculating the mean value of p fluctuations from empirical data. Additionally, the observed trend duration distributions for the different studied markets are compared over time by means of the Anderson-Darling (AD) test, to the expected geometric distribution with parameter [Formula: see text] and to a geometric distribution with a free parameter p, making possible to assess and compare different market geometric behavior for different dates as well as to measure the fraction of time runs duration from studied markets are consistent with the geometric distribution with [Formula: see text] and in parametric free way." @default.
• W4284693798 created "2022-07-08" @default.
• W4284693798 creator A5026425520 @default.
• W4284693798 creator A5027665602 @default.
• W4284693798 creator A5033698517 @default.
• W4284693798 creator A5046141420 @default.
• W4284693798 creator A5087775485 @default.
• W4284693798 creator A5091403400 @default.
• W4284693798 date "2022-07-07" @default.
• W4284693798 modified "2023-10-06" @default.
• W4284693798 title "An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior" @default.
• W4284693798 cites W1553849004 @default.
• W4284693798 cites W1566909986 @default.
• W4284693798 cites W1575536305 @default.
• W4284693798 cites W1979575715 @default.
• W4284693798 cites W1982228074 @default.
• W4284693798 cites W1986395918 @default.
• W4284693798 cites W1991782433 @default.
• W4284693798 cites W1999996900 @default.
• W4284693798 cites W2001080795 @default.
• W4284693798 cites W2015459095 @default.
• W4284693798 cites W2027302962 @default.
• W4284693798 cites W2034685367 @default.
• W4284693798 cites W2041964986 @default.
• W4284693798 cites W2045650933 @default.
• W4284693798 cites W2050032417 @default.
• W4284693798 cites W2086101214 @default.
• W4284693798 cites W2086440998 @default.
• W4284693798 cites W2090637028 @default.
• W4284693798 cites W2100011707 @default.
• W4284693798 cites W2119143694 @default.
• W4284693798 cites W2151129039 @default.
• W4284693798 cites W2319031802 @default.
• W4284693798 cites W2515626589 @default.
• W4284693798 cites W2611011638 @default.
• W4284693798 cites W2937969686 @default.
• W4284693798 cites W3029555477 @default.
• W4284693798 cites W3089688603 @default.
• W4284693798 cites W4231546411 @default.
• W4284693798 doi "https://doi.org/10.1371/journal.pone.0270492" @default.
• W4284693798 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/35797336" @default.
• W4284693798 hasPublicationYear "2022" @default.
• W4284693798 type Work @default.
• W4284693798 citedByCount "0" @default.
• W4284693798 crossrefType "journal-article" @default.
• W4284693798 hasAuthorship W4284693798A5026425520 @default.
• W4284693798 hasAuthorship W4284693798A5027665602 @default.
• W4284693798 hasAuthorship W4284693798A5033698517 @default.
• W4284693798 hasAuthorship W4284693798A5046141420 @default.
• W4284693798 hasAuthorship W4284693798A5087775485 @default.
• W4284693798 hasAuthorship W4284693798A5091403400 @default.
• W4284693798 hasBestOaLocation W42846937981 @default.
• W4284693798 hasConcept C10138342 @default.
• W4284693798 hasConcept C105795698 @default.
• W4284693798 hasConcept C110121322 @default.
• W4284693798 hasConcept C112758219 @default.
• W4284693798 hasConcept C114118609 @default.
• W4284693798 hasConcept C117251300 @default.
• W4284693798 hasConcept C121332964 @default.
• W4284693798 hasConcept C134306372 @default.
• W4284693798 hasConcept C143724316 @default.
• W4284693798 hasConcept C149441793 @default.
• W4284693798 hasConcept C149782125 @default.
• W4284693798 hasConcept C151730666 @default.
• W4284693798 hasConcept C162324750 @default.
• W4284693798 hasConcept C24890656 @default.
• W4284693798 hasConcept C33923547 @default.
• W4284693798 hasConcept C39947850 @default.
• W4284693798 hasConcept C40222840 @default.
• W4284693798 hasConcept C86803240 @default.
• W4284693798 hasConcept C98385598 @default.
• W4284693798 hasConceptScore W4284693798C10138342 @default.
• W4284693798 hasConceptScore W4284693798C105795698 @default.
• W4284693798 hasConceptScore W4284693798C110121322 @default.
• W4284693798 hasConceptScore W4284693798C112758219 @default.
• W4284693798 hasConceptScore W4284693798C114118609 @default.
• W4284693798 hasConceptScore W4284693798C117251300 @default.
• W4284693798 hasConceptScore W4284693798C121332964 @default.
• W4284693798 hasConceptScore W4284693798C134306372 @default.
• W4284693798 hasConceptScore W4284693798C143724316 @default.
• W4284693798 hasConceptScore W4284693798C149441793 @default.
• W4284693798 hasConceptScore W4284693798C149782125 @default.
• W4284693798 hasConceptScore W4284693798C151730666 @default.
• W4284693798 hasConceptScore W4284693798C162324750 @default.
• W4284693798 hasConceptScore W4284693798C24890656 @default.
• W4284693798 hasConceptScore W4284693798C33923547 @default.
• W4284693798 hasConceptScore W4284693798C39947850 @default.
• W4284693798 hasConceptScore W4284693798C40222840 @default.
• W4284693798 hasConceptScore W4284693798C86803240 @default.
• W4284693798 hasConceptScore W4284693798C98385598 @default.
• W4284693798 hasIssue "7" @default.
• W4284693798 hasLocation W42846937981 @default.
• W4284693798 hasLocation W42846937982 @default.
• W4284693798 hasLocation W42846937983 @default.
• W4284693798 hasLocation W42846937984 @default.
• W4284693798 hasLocation W42846937985 @default.
• W4284693798 hasLocation W42846937986 @default.
• W4284693798 hasOpenAccess W4284693798 @default.

• next