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Publications by UMBERTO L. FULCO

A Stochastic Model for Multifractal Behavior of Stock Prices

International Journal of Modern Physics B
Nonlinear PhysicsCondensed Matter PhysicsStatistical
2004English

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Stochastic Modeling of Stock Price Behavior on Ghana Stock Exchange

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Multifractal Dynamics of Stock Markets

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Model Comparison for the Prediction of Stock Prices in the NYSE

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Stock Prices Behavior Before and After Friday the 13th

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Switching Equilibria: The Present Value Model for Stock Prices Revisited

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Legislating Stock Prices

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2012English

Legislating Stock Prices

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2013English

Bayesian Estimation of a Dynamic Stochastic General Equilibrium Model With Asset Prices

Quantitative Economics
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2016English

Incorporating Boundary Conditions in a Stochastic Volatility Model for the Numerical Approximation of Bond Prices

Mathematical Methods in the Applied Sciences
MathematicsEngineering
2019English

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