1 4. Empirical distributions & prediction of returns 4.1 Prices and returns Price (P) ACF decays slowly. Log price: p = log(P) Single-period (rate of) - ppt download
ESTIMATING u AND d Binomial Distribution Derivation of
Fig. A. 2: Estimated 99%-VaR (black line) for the Hawkes-POT model... | Download Scientific Diagram
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Fig. A.1: Estimated 99%-VaR (black line) for the Hawkes-POT model... | Download Scientific Diagram
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Log-returns of the exchange rate of Bitcoin. | Download Scientific Diagram
Crude oil prices weekly 2021 | Statista
Log-returns of the exchange rate of Bitcoin. | Download Scientific Diagram
The figure plots the time series of daily log returns, log realized... | Download Scientific Diagram
Logarithm transformation
Volatility (finance) - Wikipedia
LogarithmicReturns
Logarithm transformation
Do the stock returns of clean energy corporations respond to oil price shocks and policy uncertainty? | Journal of Economic Structures | Full Text
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Too Much Oil: How a Barrel Came to Be Worth Less Than Nothing - The New York Times
Too Much Oil: How a Barrel Came to Be Worth Less Than Nothing - The New York Times
Francesc Font-Clos on Twitter: "The most annoying thing about oil prices going negative is that you cannot use a log scale anymore.… "
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ESTIMATING u AND d Binomial Distribution Derivation of
Logarithm transformation
