Stock Market Simulation: Heavy Tails through Normal Perturbation.

Esteban Otto Thomasz María Teresa Casparri

Published in: MS (2013)

Keyphrases

stock market
heavy tails
stock exchange
short term
stock price
financial time series
stock index futures
trading rules
stock data
stock trading
financial markets
financial data
financial news
heavy tailed
garch model
stock returns
probability density function
trading systems
bayesian networks
non stationary
long term