The following pages link to (Q4367302):
Displaying 50 items.
- A model for distribution of high-tax payers. (Q1421147) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Scaling and intermittency in animal behaviour (Q1581543) (← links)
- Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues (Q1583466) (← links)
- Local prelimit theorems and their applications to finance (Q1585526) (← links)
- Characteristic time scales in the American dollar-Mexican peso exchange currency market (Q1598988) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Random time-dependent Brownian motion a new approach to fractals of order \(n\) (Q1610463) (← links)
- Quantum gas distribution prescribed by factorization hypothesis of probability (Q1610467) (← links)
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data (Q1611124) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Estimating long-range dependence: Finite sample properties and confidence intervals (Q1611161) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis (Q1619240) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← links)
- Fractal analysis of GPS time series for early detection of disastrous seismic events (Q1620406) (← links)
- Inequality spectra (Q1620414) (← links)
- European option pricing under the Student's \(t\) noise with jumps (Q1620416) (← links)
- Investigation on financial crises with the negative-information-propagation-induced model (Q1620427) (← links)
- Metaheuristic optimization-based identification of fractional-order systems under stable distribution noises (Q1632555) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Invariance axioms and functional form restrictions in structural models (Q1650279) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- Multiresolution analysis of S\&P500 time series (Q1703550) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606) (← links)
- Asymptotic fractals (Q1771661) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin (Q1783196) (← links)
- Financial multifractality and its subtleties: An example of DAX (Q1847470) (← links)
- Competition among companies: coexistence and extinction (Q1847477) (← links)
- Statistical estimation for multiplicative cascades. (Q1848839) (← links)
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
- Financial market dynamics (Q1859767) (← links)
- Regenerative processes in supercooled liquids and glasses (Q1866919) (← links)
- Scaling, self-similarity and multifractality in FX markets (Q1873901) (← links)
- Understanding the cubic and half-cubic laws of financial fluctuations (Q1873923) (← links)
- Scale invariance and criticality in financial markets (Q1873925) (← links)
- Scaling behaviors in differently developed markets (Q1873956) (← links)
- The small-world of economy: a speculative proposal (Q1874004) (← links)
- Self-similar structures and fractal transforms in approximation theory (Q1877929) (← links)
- A class of multifractal processes constructed using an embedded branching process (Q1931321) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- The beneficial role of random strategies in social and financial systems (Q1953117) (← links)
