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dc.rights.licenseKūrybinių bendrijų licencija / Creative Commons licenceen_US
dc.contributor.authorStádník, Bohumil
dc.date.accessioned2024-10-21T10:45:52Z
dc.date.available2024-10-21T10:45:52Z
dc.date.issued2014
dc.identifier.issn1877-0428en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/155348
dc.description.abstractIn this financial engineering study we suggest a new realistic economic explanation of the price volatility clustering within worldwide financial markets. The suggested clustering mechanism is based on the cooperation of feedbacks which we empirically observe and which are also connected to a momentum and level trading techniques. The explanation could be considered as an additional one to the current volatility clustering theories and its usage is mainly for short time volatility series. The research is the basic one in the area of the market price development.en_US
dc.format.extent9 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/155081en_US
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.source.urihttps://www.sciencedirect.com/science/article/pii/S1877042813056048en_US
dc.subjectprice oscillationsen_US
dc.subjectvolatility clusteringen_US
dc.subjectdirectional dependenceen_US
dc.subjectfeedbacksen_US
dc.subjectdamped oscillationsen_US
dc.titleSpring oscillations within financial marketsen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.issued2014-01-24
dcterms.licenseCC BY NC NDen_US
dcterms.references37en_US
dc.description.versionTaip / Yesen_US
dc.contributor.institutionUniversity of Economics in Pragueen_US
dcterms.sourcetitleProcedia - Social and Behavioral Sciencesen_US
dc.description.volumevol. 110en_US
dc.publisher.nameElsevieren_US
dc.identifier.doihttps://doi.org/10.1016/j.sbspro.2013.12.964en_US


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Kūrybinių bendrijų licencija / Creative Commons licence
Except where otherwise noted, this item's license is described as Kūrybinių bendrijų licencija / Creative Commons licence