Spring oscillations within financial markets
| dc.rights.license | Kūrybinių bendrijų licencija / Creative Commons licence | en_US |
| dc.contributor.author | Stádník, Bohumil | |
| dc.date.accessioned | 2024-10-21T10:45:52Z | |
| dc.date.available | 2024-10-21T10:45:52Z | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 1877-0428 | en_US |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/155348 | |
| dc.description.abstract | In 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.extent | 9 p. | en_US |
| dc.format.medium | Tekstas / Text | en_US |
| dc.language.iso | en | en_US |
| dc.relation.uri | https://etalpykla.vilniustech.lt/handle/123456789/155081 | en_US |
| dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
| dc.source.uri | https://www.sciencedirect.com/science/article/pii/S1877042813056048 | en_US |
| dc.subject | price oscillations | en_US |
| dc.subject | volatility clustering | en_US |
| dc.subject | directional dependence | en_US |
| dc.subject | feedbacks | en_US |
| dc.subject | damped oscillations | en_US |
| dc.title | Spring oscillations within financial markets | en_US |
| dc.type | Konferencijos publikacija / Conference paper | en_US |
| dcterms.accessRights | Laisvai prieinamas / Openly available | en_US |
| dcterms.accrualMethod | Rankinis pateikimas / Manual submission | en_US |
| dcterms.issued | 2014-01-24 | |
| dcterms.license | CC BY NC ND | en_US |
| dcterms.references | 37 | en_US |
| dc.description.version | Taip / Yes | en_US |
| dc.contributor.institution | University of Economics in Prague | en_US |
| dcterms.sourcetitle | Procedia - Social and Behavioral Sciences | en_US |
| dc.description.volume | vol. 110 | en_US |
| dc.publisher.name | Elsevier | en_US |
| dc.identifier.doi | https://doi.org/10.1016/j.sbspro.2013.12.964 | en_US |
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Except where otherwise noted, this item's license is described as Kūrybinių bendrijų licencija / Creative Commons licence