Stylized statistical properties in bloc-based financial markets

Empirical stylized properties have been widely theorized since the emergence of seminal research on financial market dynamics. Across decades, financial markets have evolved in data complexity and interrelational sophistication at far-reaching scales. As such, the relevance of stylized properties in...

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Bibliographic Details
Main Authors: Samuel K.-B. Dzidzornu, Sonia D. Tamakloe
Format: Article
Language:English
Published: Taylor & Francis 2025-12-01
Series:Research in Statistics
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/27684520.2025.2486172
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