Mr Muhammad Shakeel


NameMr Muhammad Shakeel
Job titleSessional Lecturer Z02457
Organisational UnitBusiness

Research outputs

Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity

Ausloos, M, Ficcadenti, V, Dhesi, G and Shakeel, M (2021). Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity. Physica A: Statistical Mechanics and its Applications. 574, pp. 125969-125969. https://doi.org/10.1016/j.physa.2021.125969

Modified Brownian Motion Approach to Modelling Returns Distribution

Dhesi, G, Shakeel, MB and Xiao, L (2016). Modified Brownian Motion Approach to Modelling Returns Distribution. Wilmott. 82, pp. 74-77. https://doi.org/10.1002/wilm.10494
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