V. Gontis

Available identifiers

Publication	Date of Publication	Type
Bessel-like birth-death process	2022-01-17	Paper
Order flow in the financial markets from the perspective of the fractional Lévy stable motion	2021-12-13	Paper
Long-range memory test by the burst and inter-burst duration distribution	2021-03-30	Paper
Approximation of the first passage time distribution for the birth-death processes	2020-08-11	Paper
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals	2018-11-13	Paper
Control of the socio-economic systems using herding interactions	2018-09-20	Paper
Multifractality of the multiplicative autoregressive point processes	2009-01-28	Paper
Nonlinear stochastic models of 1/f noise and power-law distributions	2005-09-24	Paper
Multiplicative point process as a model of trading activity	2003-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q4803812	2002-01-01	Paper

This page was built for person: V. Gontis