31 citations · 31 across the 1 of their papers we have counts for
2 papers
stat.AP2026
Measuring intraday return-shape geometry with modified Brownian motion
Mattera Raffaele, Rajabali Ghasem Pour, Parmjit Kaur +2
Realised kurtosis measures intraday tail risk but compresses the shape of the return distribution into a single scalar, so trading days with similar kurtosis may differ in how prob…
q-fin.GN2019★ 31 cited
Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study
Marcel Ausloos, Ali Eskandary, Parmjit Kaur +1
This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) a…