Pages that link to "Item:Q1619951"
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The following pages link to Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951):
Displaying 9 items.
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Empirical analysis and agent-based modeling of the Lithuanian parliamentary elections (Q1694236) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- Bessel-like birth-death process (Q2067127) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Memory, market stability and attractors coexistence in a nonlinear cobweb model (Q2816618) (← links)
- Financial Markets with Memory I: Dynamic Models (Q4678735) (← links)
- Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)
