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Search: subject:"Local predictability"
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Entropy
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Local predictability
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Ramsey plan
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Symbol dynamics
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ambiguity
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commitment
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heterogeneous beliefs
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local predictability
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Ebeling, Werner
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Becker Friedman Institute for Research in Economics, University of Chicago
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Physica A: Statistical Mechanics and its Applications
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Three Types of Ambiguity
Hansen, Lars Peter
;
Sargent, Thomas J.
-
Becker Friedman Institute for Research in Economics, …
-
2012
distinctions among the three types of ambiguity. We use recursive formulations of Ramsey problems to impose
local
predictability
of …
Persistent link: https://www.econbiz.de/10010891165
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2
Intraday patterns and
local
predictability
of high-frequency financial time series
Molgedey, Lutz
;
Ebeling, Werner
- In:
Physica A: Statistical Mechanics and its Applications
287
(
2000
)
3
,
pp. 420-428
The structure of high-frequency time series of financial data taking the DAX future as an example is investigated with respect to the existence of local order on a time horizon of a few minutes. We will show that there might be special local situations where local order exists and where the...
Persistent link: https://www.econbiz.de/10010590904
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