Markus Vogl

Markus Vogl {Business & Data Science}

Adelheidstraße 51

Wiesbaden, Hessen 65185

Germany

http://www.vogl-datascience.de

  • Markus Vogl {Business & Data Science}

SCHOLARLY PAPERS

5

DOWNLOADS

1,229

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic? In: Communications in Nonlinear Science and Numerical Simulation, 108, 106218 https://www.sciencedirect.com/science/article/abs/pii/S1007570421004858#!
Number of pages: 87 Posted: 15 Mar 2021 Last Revised: 04 Mar 2022
Markus Vogl and Peter Gordon Roetzel
Markus Vogl {Business & Data Science} and University of Stuttgart
Downloads 531 (73,768)
Citation 1

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nonlinear dynamics, chaos, financial chaos, recurrence analysis, financial predictions, financial markets

2.

Trend Momentum II: Driving Forces of Low Volatility and Momentum

Number of pages: 46 Posted: 13 Feb 2018
Wilhelm Berghorn, Markus Vogl, Martin T. Schulz and Sascha Otto
Mandelbrot Asset Management GmbH, Markus Vogl {Business & Data Science}, University of Applied Sciences Aschaffenburg and Die Sparkasse Bremen AG
Downloads 372 (111,988)
Citation 2

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Momentum Effect, Low Volatility Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion

3.

Frontiers of Quantitative Financial Modelling: A Literature Review on the Evolution in Financial and Risk Modelling after the Financial Crisis (2008-2019)

Number of pages: 85 Posted: 18 Feb 2021 Last Revised: 28 Mar 2022
Markus Vogl
Markus Vogl {Business & Data Science}
Downloads 189 (220,408)
Citation 1

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literature review, financial modelling, risk modelling, quantitative finance, quantitative model families, citation network, bibliographic analysis

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Hurst exponent dynamics, market efficiency, long memory, multifractality, financial crisis

5.

Controversy in Financial Chaos Research and Nonlinear Dynamics: A Short Literature Review

Number of pages: 27 Posted: 28 Mar 2022
Markus Vogl
Markus Vogl {Business & Data Science}
Downloads 15 (735,159)

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nonlinear dynamics, chaos, financial chaos, literature review, financial markets, quantitative modelling