Pages that link to "Item:Q5439973"

The following pages link to A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973):

Displaying 10 items.

• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
• Staggered updating in an artificial financial market (Q844760) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET (Q3653389) (← links)
• Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)