Keyphrases
Stock Returns
100%
Interest Rates
100%
Extreme Value Analysis
100%
Mean Reversion
100%
Heston Stochastic Volatility Model
50%
Extreme Situations
33%
Highest Peak
33%
High-fat Diet
33%
BIST100
33%
Fat Tails
33%
Tail Analysis
33%
Co-movement
33%
Numerical Solution
16%
Stock Prices
16%
Borsa Istanbul
16%
Real Data Applications
16%
Model Improvement
16%
US Stock Market
16%
Milstein Method
16%
Heston Model
16%
Mean Excess Plot
16%
Daily Returns
16%
3D Dynamic
16%
Behavioral Dynamics
16%
Hill Plot
16%
Situation picture
16%
Engineering
Value Engineering
100%
Built-in Self Test
100%
Quantile
100%
Real Data
50%
Illustrates
50%
Limitations
50%
Numerical Solution
50%
Simulation Method
50%
Model Parameter
50%
Extreme Case
50%
Mathematics
Extreme Value
100%
Stochastic Volatility Model
100%
Logarithmic Average
66%
Fat Tail
66%
Quantile
66%
Model Predict
33%
time interval τ
33%
Heston Model
33%
Hill Plot
33%
Numerical Solution
33%
Real Data
33%
Stock Market
33%
Economics, Econometrics and Finance
Capital Market Returns
100%
Value Analysis
100%
Mean Reversion
100%
Extreme Value
100%
Interest Rate
100%
Volatility
50%
Stock Price
16%