How helpful is a long memory on financial markets?

DOI10.1007/S001990050329zbMATH Open0955.91025OpenAlexW2086749778MaRDI QIDQ1580786FDOQ1580786

Authors: Sandra Güth, Sven Ludwig 

Publication date: 4 March 2001

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050329

Recommendations

• Memory Property in Heterogeneously Populated Markets
• Log-optimal portfolios with memory effect
• Learning can generate long memory
• Is more memory in evolutionary selection (de)stabilizing?
• Technical trading can induce long-run memory in financial markets

zbMATH Keywords

bounded rationalitylimited memorydiscrete choicefinancial markets

Mathematics Subject Classification ID

Cited In (2)

• Is more memory in evolutionary selection (de)stabilizing?
• The value of (bounded) memory in a changing world

This page was built for publication: How helpful is a long memory on financial markets?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1580786)