Volatilities and correlations rise with trend strength via quadratic polynomials, refining mean-reversion models and supporting lattice gas modeling of markets near criticality.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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UNVERDICTED 2representative citing papers
Empirical panel regressions on 142 Brazilian firms find the market differentiates high from low long-term accounting performers but shows weaker separation between high and medium performers.
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Market and Long Term Accounting Operational Performance
Empirical panel regressions on 142 Brazilian firms find the market differentiates high from low long-term accounting performers but shows weaker separation between high and medium performers.