15 citations · 30 across the 2 of their papers we have counts for
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q-fin.ST2018
GARCH(1,1) model of the financial market with the Minkowski metric
Richard Pincak, Kabin Kanjamapornkul
We solved a stylized fact on a long memory process of volatility cluster phenomena by using Minkowski metric for GARCH(1,1) under assumption that price and time can not be separate…
q-fin.ST2016
The study of Thai stock market across the 2008 financial crisis
K. Kanjamapornkul, Richard Pinčák, Erik Bartoš
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand…