2023/10/01 by Vaibhav Sherkar, Sherkar, Vaibhav, Rituparna Sen +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Forecasting Techniques and Applications #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods
paper · pdf · doi:10.48550/arxiv.2310.00753
openalex publication_date 2023/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A property of data which is common across a wide range of instruments, markets and time periods is known as stylized empirical fact in the financial statistics literature. This paper first presents a wide range of stylized facts studied in literature which include some univariate distributional properties, multivariate properties and time series related properties of the financial time series data. In the next part of the paper, price data from several stocks listed on 10 stock exchanges spread across different continents has been analysed and data analysis has been presented.