Imagen de Portada

Stylized facts in Web3

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Chen, Wei-Ru, Silva, A. Christian, Tung, Shen-Ning
Formato:	Preprint
Publicado:	2024
Materias:	Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Stylized facts in money markets: an empirical analysis of the eurozone data
por: Coz, Victor Le, et al.
Publicado: (2024)

Stylized facts of the Indian Stock Market
por: Sen, Rituparna, et al.
Publicado: (2019)

Revisiting Cont's Stylized Facts for Modern Stock Markets
por: Ratliff-Crain, Ethan, et al.
Publicado: (2023)

Macroscopic properties of equity markets: stylized facts and portfolio performance
por: Campbell, Steven, et al.
Publicado: (2024)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
por: Safari, Sara A., et al.
Publicado: (2025)

The leverage effect and other stylized facts displayed by Bitcoin returns
por: Filho, F. N. M. de Sousa, et al.
Publicado: (2020)

Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
por: Bodor, Hamza, et al.
Publicado: (2024)

Advanced Statistical Arbitrage with Reinforcement Learning
por: Ning, Boming, et al.
Publicado: (2024)

Change-point estimation for Weibull time series with copula-based Markov models
por: Sun, Li-Hsien, et al.
Publicado: (2026)

A multi-factor model for improved commodity pricing: Calibration and an application to the oil market
por: Ballestra, Luca Vincenzo, et al.
Publicado: (2025)

Stylized Facts and Their Microscopic Origins: Clustering, Persistence, and Stability in a 2D Ising Framework
por: Benítez, Hernán Ezequiel, et al.
Publicado: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
por: Zhang, Duo, et al.
Publicado: (2025)

Consistent Estimation of the High-Dimensional Efficient Frontier
por: Bodnar, Taras, et al.
Publicado: (2024)

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
por: Achitouv, Ixandra, et al.
Publicado: (2024)

CBDC Stress Test in a Dual-Currency Setting
por: Dumitrescu, Catalin
Publicado: (2025)

Combined Mutiplicative-Heston Model for Stochastic Volatility
por: Moghaddam, M. Dashti, et al.
Publicado: (2018)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
por: Moghaddam, M. Dashti, et al.
Publicado: (2019)

Distributions of Historic Market Data -- Relaxation and Correlations
por: Moghaddam, M. Dashti, et al.
Publicado: (2019)

Do t-Statistic Hurdles Need to be Raised?
por: Chen, Andrew Y.
Publicado: (2022)

High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
por: Li, Guanlin, et al.
Publicado: (2025)

Volatility of Volatility and Leverage Effect from Options
por: Chong, Carsten H., et al.
Publicado: (2023)

Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
por: Shao, Ying-Hui, et al.
Publicado: (2024)

Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
por: Wu, Fan, et al.
Publicado: (2026)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
por: Safari, Sara A., et al.
Publicado: (2025)

Stylized Facts of High-Frequency Bitcoin Time Series
por: Tang, Yaoyue, et al.
Publicado: (2024)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
por: Chen, Qizhao
Publicado: (2025)

Bitcoin versus S&P 500 Index: Return and Risk Analysis
por: Nzokem, A. H.
Publicado: (2023)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
por: Brini, Alessio, et al.
Publicado: (2024)

Systematic comparison of deep generative models applied to multivariate financial time series
por: Caulfield, Howard, et al.
Publicado: (2024)

Fees in AMMs: A quantitative study
por: Alexander, Abe, et al.
Publicado: (2024)

Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
por: Liu, Beier, et al.
Publicado: (2024)

Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
por: Ahmad, Wasim, et al.
Publicado: (2024)

Market information of the fractional stochastic regularity model
por: Angelini, Daniele, et al.
Publicado: (2024)

Stochastic Approaches to Asset Price Analysis
por: Sekatchev, Michael, et al.
Publicado: (2024)

SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
por: Brini, Alessio, et al.
Publicado: (2024)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
por: Grab, Colin D.
Publicado: (2024)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
por: Brugière, Pierre, et al.
Publicado: (2025)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
por: He, Yifan, et al.
Publicado: (2025)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
por: Yang, Yan-Hong, et al.
Publicado: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
por: Lopez-Lira, Alejandro, et al.
Publicado: (2025)