Pages that link to "Item:Q5388010"
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The following pages link to A Limit Theorem for Financial Markets with Inert Investors (Q5388010):
Displaying 13 items.
- Power law Pólya's urn and fractional Brownian motion (Q389275) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- A Stochastic Analysis of Queues with Customer Choice and Delayed Information (Q3387915) (← links)
- Non-degeneracy of Wiener functionals arising from rough differential equations (Q3629400) (← links)
- On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (Q4624934) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)