Pages that link to "Item:Q1850394"
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The following pages link to Waiting-times and returns in high-frequency financial data: An empirical study (Q1850394):
Displaying 50 items.
- Incomplete circulant and skew-circulant splitting iteration method for time-dependent space fractional diffusion equations (Q263079) (← links)
- Fast numerical contour integral method for fractional diffusion equations (Q283284) (← links)
- Implicit finite difference method for fractional percolation equation with Dirichlet and fractional boundary conditions (Q285791) (← links)
- Maximum norm error analysis of difference schemes for fractional diffusion equations (Q299623) (← links)
- Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation (Q299984) (← links)
- Gauss-Jacobi-type quadrature rules for fractional directional integrals (Q316066) (← links)
- A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation (Q348094) (← links)
- Preconditioned iterative methods for fractional diffusion equation (Q348301) (← links)
- Identifying an unknown source in time-fractional diffusion equation by a truncation method (Q371502) (← links)
- A circulant preconditioner for fractional diffusion equations (Q401592) (← links)
- Multigrid method for fractional diffusion equations (Q419007) (← links)
- Unbounded functional calculus for bounded groups with applications (Q423344) (← links)
- Numerical solutions for the three-point boundary value problem of nonlinear fractional differential equations (Q448672) (← links)
- Strang-type preconditioners for solving fractional diffusion equations by boundary value methods (Q464638) (← links)
- A second order finite difference-spectral method for space fractional diffusion equations (Q477074) (← links)
- A compact locally one-dimensional method for fractional diffusion-wave equations (Q499970) (← links)
- On a class of non-linear delay distributed order fractional diffusion equations (Q507913) (← links)
- A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation (Q521931) (← links)
- Maximum modulus principle estimates for one dimensional fractional diffusion equation (Q530744) (← links)
- An analytic algorithm for the space-time fractional advection-dispersion equation (Q538599) (← links)
- A characteristic difference method for the transient fractional convection-diffusion equations (Q548337) (← links)
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits (Q550136) (← links)
- A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions (Q551032) (← links)
- Approximate solution of the fractional advection-dispersion equation (Q615100) (← links)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- An \(O(N \log ^{2}N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations (Q648045) (← links)
- A second-order operator splitting Fourier spectral method for fractional-in-space reaction-diffusion equations (Q679603) (← links)
- Analytical solution for the space fractional diffusion equation by two-step Adomian decomposition method (Q716659) (← links)
- Preconditioned iterative methods for space-time fractional advection-diffusion equations (Q726882) (← links)
- An \(L_{q}(L_{p})\)-theory for the time-fractional evolution equations with variable coefficients (Q728218) (← links)
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule (Q729235) (← links)
- An effective pure meshfree method for 1D/2D time fractional convection-diffusion problems on irregular geometry (Q785205) (← links)
- Fast second-order time two-mesh mixed finite element method for a nonlinear distributed-order sub-diffusion model (Q820708) (← links)
- Symbol-based preconditioning for Riesz distributed-order space-fractional diffusion equations (Q822685) (← links)
- A fractional calculus interpretation of the fractional volatility model (Q840298) (← links)
- A second-order accurate numerical method for the two-dimensional fractional diffusion equation (Q868244) (← links)
- A fast \(O(N\log N)\) finite difference method for the one-dimensional space-fractional diffusion equation (Q901457) (← links)
- Solution of nonlinear fractional diffusion-wave equation by triangular functions (Q905068) (← links)
- On ADI-like iteration method for fractional diffusion equations (Q905743) (← links)
- Mixtures of compound Poisson processes as models of tick-by-tick financial data (Q944809) (← links)
- Aging in financial market (Q944810) (← links)
- Triangular array limits for continuous time random walks (Q947153) (← links)
- Numerical methods for fractional partial differential equations with Riesz space fractional derivatives (Q967793) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Finite difference methods for fractional dispersion equations (Q984385) (← links)
- A comparison of numerical solutions of fractional diffusion models in finance (Q1036770) (← links)
- A high-order numerical algorithm for two-dimensional time-space tempered fractional diffusion-wave equation (Q1615840) (← links)
- Universal and non-universal properties of recurrence intervals of rare events (Q1619224) (← links)
- Two temporal second-order \(H^1\)-Galerkin mixed finite element schemes for distributed-order fractional sub-diffusion equations (Q1625759) (← links)
- Numerical solution of fractional diffusion-wave equation based on fractional multistep method (Q1629778) (← links)
