Quantum prediction GJR model and its applications

Quantum prediction GJR model and its applications

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Article ID: iaor201522338
Volume: 68
Issue: 3
Start Page Number: 209
End Page Number: 224
Publication Date: Aug 2014
Journal: Statistica Neerlandica
Authors: ,
Keywords: China, mobile telephones
Abstract:

In this paper, a new statistical method to deal with the quantum finance is proposed. Through analyzing the stock data of China Mobile Communication Corporation, we discover its quantum financial effect, and then we innovate the method of testing the existence of the quantum financial effect. Furthermore, the classical normal process of the Glosten–Jagannathan–Runkle (GJR) model has been changed into the quantum wave‐function distribution, which is based on the ‘one‐dimensional infinitely deep square potential well’. The research shows that the quantum GJR model can reveal the interior uncertainty of the financial market and has a better prediction availability.

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