Pages that link to "Item:Q4610281"
From MaRDI portal
The following pages link to Anomalous waiting times in high-frequency financial data (Q4610281):
Displaying 12 items.
- The evolution and homogeneity of EU economies (with an econometric approach) (Q475556) (← links)
- Mixtures of compound Poisson processes as models of tick-by-tick financial data (Q944809) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Fractional econophysics: market price dynamics with memory effects (Q2141455) (← links)
- Cagan model of inflation with power-law memory effects (Q2196271) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Random numbers from the tails of probability distributions using the transformation method (Q2347310) (← links)
- Professor Rudolf Gorenflo and his contribution to fractional calculus (Q2853343) (← links)
- Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (Q4554238) (← links)
- Recurrent synchronization of coupled oscillators with spontaneous phase reformation (Q4556539) (← links)
- Empirical strategy for stretching probability distribution in neural-network-based regression (Q6078748) (← links)
- A class of anomalous diffusion epidemic models based on CTRW and distributed delay (Q6174955) (← links)