Keyphrases
Return Distribution
100%
Asset Pricing
100%
Brownian Motion
100%
Financial Assets
100%
Geometric Brownian Motion
66%
Brownian Motion Model
66%
Asset Returns
44%
Financial Markets
33%
Historic Data
33%
Kurtosis
22%
Fractional Brownian Motion Model
22%
Weighting Factor
22%
Price Index
22%
Stochastic Function
22%
Stochastic Term
22%
Trigonometric Functions
22%
Power Function
22%
Simulation-based
22%
Goodness-of-fit Test
22%
Optimal Weights
22%
Irrational Behavior
22%
Modeling Process
11%
Autoregressive Analysis
11%
Numerical Value
11%
Conditional Value at Risk
11%
Fat Tails
11%
Asset Prices
11%
Motion Modeling
11%
Value Measurement
11%
Parameter Values
11%
Parameter Estimation
11%
Financial Economics
11%
Innovative Research
11%
Kink
11%
Agent Behavior
11%
Positive Feedback
11%
Thick Tail
11%
Irrational Agents
11%
Price Evolution
11%
Value Distribution
11%
Analyst Forecast Accuracy
11%
Econometric Models
11%
Market Transformation
11%
Log-returns
11%
S&P 500
11%
Stock Prices
11%
Excess Kurtosis
11%
Contrarian
11%
Modern Finance
11%
Alternate Distribution
11%
Negative Feedback
11%
Leptokurtosis
11%
Economic Information
11%
Financial News
11%
Time Series Estimation
11%
Complex Differential Equation
11%
News Information
11%
Economics, Econometrics and Finance
Levy Process
100%
Asset Pricing
100%
Capital Market Returns
36%
Financial Market
27%
Kurtosis
27%
Finance
9%
Time Series
9%
Economics of Information
9%
Stock Price
9%
Econometric Model
9%