The following pages link to (Q4367302):
Displaying 33 items.
- (Q5243576) (← links)
- Generalization of symmetric α-stable Lévy distributions for q>1 (Q5246615) (← links)
- (Q5258595) (← links)
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)
- Wavelets and statistical analysis of functional magnetic resonance images of the human brain (Q5424203) (← links)
- A Random Multifractal Model with a Given Spectrum (Q5446504) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Forecasting Changes in Mortality (Q5718323) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)
- Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests (Q5875227) (← links)
- Hazard-selfsimilarity of diffusions’ first passage times (Q5888042) (← links)
- Coarse-graining and self-similarity of price fluctuations (Q5935291) (← links)
- Vertical transmission of culture and the distribution of family names (Q5936556) (← links)
- Fractional Brownian motion approximation based on fractional integration of a white noise (Q5939056) (← links)
- Phenomenology of the term structure of interest rates with Padé approximants (Q5945409) (← links)
- Analyzing and modeling 1+1d markets (Q5947839) (← links)
- Correlations and multi-affinity in high frequency financial datasets (Q5947858) (← links)
- Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (Q5948143) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)
- Multiple forecasting using local approximation (Q5957598) (← links)
- Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data. (Q5958630) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
- Parameter estimation in Manneville-Pomeau processes (Q6090954) (← links)
- On spatial synchronisation as a manifestation of irregular energy cascades in continuous media under the transition to criticality (Q6094441) (← links)
- THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- Lévy noise-induced stochastic resonance in a bistable system (Q6135250) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)
- INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
- Testing serial correlation in a general <i>d</i> -factor model with possible infinite variance (Q6579843) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- Fractal multiquadric interpolation functions (Q6633128) (← links)
