Concepedia

A wave function for stock market returns

Ali Ataullah, Ian Davidson, Mark Tippett

Physica A Statistical Mechanics and its Applications · 2008 · 41 citations · 9 references

Concepts

BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisAsset Return ModelingCapital MarketsFinancial Time Series AnalysisFourier AnalysisReturn AnalysisWave FunctionsAsset Return DecompositionFat-tailed Return DistributionsHigh-frequency ReturnsStock Market ReturnsWave Function Normalization

References

9

Practical Nonparametric Statistics

David J. Groggel, W. J. Conover · Technometrics · 2000 · 11.1K citations

Natural Sciences, Mathematics, Probability Theory +13

The Advanced Theory of Statistics.

G. M. Clarke, M. G. Kendall, A. Stuart · Journal of the Royal Statistical Society Series A (General) · 1978 · 6.7K citations

Natural Sciences, Mathematics, Physics +12

Mathematical Methods of Statistics.

R. C. Geary, H. Leslie Cramer · The Economic Journal · 1947 · 6K citations

Natural Sciences, Biostatistics, Mathematics +12

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

T. W. Anderson, D. A. Darling · The Annals of Mathematical Statistics · 1952 · 3.5K citations · Full text

Natural Sciences, Mathematics, Econometrics +10

Applied Numerical Methods

Donald Greenspan, Brice Carnahan, H. Luther et al. · Mathematics of Computation · 1970 · 3.5K citations