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On the potential of quantum walks for modeling financial return distributions
Jan Ryckebusch / Koen Schoors / Luis E. C. Rocha / Stijn De Backer
time seriesResource overview

On the potential of quantum walks for modeling financial return distributions

Paper2024

by Jan Ryckebusch, Koen Schoors, Luis E. C. Rocha, Stijn De Backer

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time series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

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  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

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