Pages that link to "Item:Q3368284"
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The following pages link to Microeconomic Models for Long Memory in the Volatility of Financial Time Series (Q3368284):
Displayed 23 items.
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- Genetic learning as an explanation of stylized facts of foreign exchange markets (Q556409) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Representativeness of news and exchange rate dynamics (Q953771) (← links)
- Heterogeneity of agents, transactions costs and the exchange rate (Q953773) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Permutation entropy analysis based on Gini-Simpson index for financial time series (Q2146811) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Modeling of macroeconomics by a novel discrete nonlinear fractional dynamical system (Q2312202) (← links)
- Co-Evolutive Models for Firms Dynamics (Q3606083) (← links)
- Market heterogeneities and the causal structure of volatility (Q4647275) (← links)
- BUBBLES IN FOREIGN EXCHANGE MARKETS (Q5439975) (← links)