Memory Property in Heterogeneously Populated Markets
From MaRDI portal
Publication:3064534
Recommendations
- Consumer memory and price fluctuations in community markets: An integrodifferential model
- Memory, market stability and the nonlinear cobweb theorem
- Financial Markets with Memory I: Dynamic Models
- The importance of memory for price discovery in decentralized markets
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
- Memory and market stability: the case of the cobweb
- Infinite memory expectations in a dynamic model with hyperbolic demand
- Memory, market stability and attractors coexistence in a nonlinear cobweb model
- The Long Memory of the Efficient Market
Cited in
(8)- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
- Long memory and crude oil's price predictability
- On the welfare cost of consumption fluctuations in the presence of memorable goods
- The Long Memory of the Efficient Market
- Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market
- Dynamics of financial time series in an inhomogeneous aggregation framework
- How helpful is a long memory on financial markets?
- Heterogeneous expectations and long-range correlation of the volatility of asset returns
This page was built for publication: Memory Property in Heterogeneously Populated Markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3064534)
