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Optimal Investment Horizons for S&P CNX Nifty and Its Components
34/34 checkable references clean · checked 2026-08-31
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 34 checked references that resolve
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.1109/foci.2007.371505
Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem
resolves10.1103/physreve.52.207
Distribution of the first return time in fractional Brownian motion and its application to the study of on-off intermittency
resolves10.1103/physrevlett.83.76
Multiscaling and Structure Functions in Turbulence: An Alternative Approach
resolves10.1016/j.physa.2005.02.011
Inverse statistics in stock markets: Universality and idiosyncracy
resolves10.1137/0140009
An Asymptotic Solution of the First Passage Problem for Singular Diffusion in Population Biology
resolves10.1016/s0006-3495(66)86668-7
Probabilistic Firing of Neurons Considered as a First Passage Problem
resolves10.1016/j.probengmech.2006.05.003
A note on the first-passage problem and VanMarcke’s approximation — short communication
resolves10.1103/physreve.60.r6295
Exit time of turbulent signals: A way to detect the intermediate dissipative range
resolves10.1016/s0167-2789(00)00147-0
Exit-times and ϵ-entropy for dynamical systems, stochastic processes, and turbulence
resolves10.1103/physrevlett.87.124501
Inverse Statistics of Smooth Signals: The Case of Two Dimensional Turbulence
resolves10.1016/s0378-4371(00)00386-1
Fractional calculus and continuous-time finance II: the waiting-time distribution
resolves10.1016/s0378-4371(02)01048-8
Waiting-times and returns in high-frequency financial data: an empirical study
resolves10.1016/j.physa.2008.01.007
Information flow between composite stock index and individual stocks
resolves10.1109/icdm.2018.00201
Forecasting Wavelet Transformed Time Series with Attentive Neural Networks
The 10 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref19
no DOI — not checkedThe random character of stock market prices
no DOI — not checkedref21
no DOI — not checkedZur Theorie der Fall-und Steigversuche an Teilchen mit Brownscher Bewegung
no DOI — not checkedOn the inter-trade waiting time distribution
no DOI — not checkedThe distribution of investment horizons for major stock exchanges
no DOI — not checkedThe distribution of horizons on a log-log axis, which clearly shows the power law behaviour
no DOI — not checkedPositive returns are shown as squares (red online) and negative returns as triangles (blue online). Two regimes can be observed for both positive and negative returns, with the crossover at 6% for positive returns, and 8% for negative returns
no DOI — not checkedThe frequency distribution of the optimal horizon for the 50 stocks constituting the S&P CNX Nifty for +5% returns
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