Sara Aliqolizadehsafari

Arbeitsgruppe:
Forschung
Sara A. Safari, Christof Schmidhuber, Trends and reversion in financial markets on time scales from minutes to decades, Physica A: Statistical Mechanics and its Applications, https://doi.org/10.1016/j.physa.2025.130796.
https://www.sciencedirect.com/science/article/pii/S0378437125004480Sara A. Safari, Maximilian Janisch, and Thomas Lehéricy, International Financial Markets Through 150 Years: Evaluating Stylized Facts, Submitted to The Journal of Finance and Data Science. Available at SSRN: https://ssrn.com/abstract=5379632 , http://dx.doi.org/10.2139/ssrn.5379632
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5379632