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Long memory via networking
Schennach, Susanne M. - 2018
Many time-series exhibit "long memory": Their autocorrelation function decays slowly with lag. This behavior has traditionally been modeled via unit roots or fractional Brownian motion and explained via aggregation of heterogenous processes, nonlinearity, learning dynamics, regime switching or...
Persistent link: https://www.econbiz.de/10011941514
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Fractals: A More Dynamic & Multidimensional Approach to Business Analytics
Roy, Priya A. - 2010
This paper has two parts. In the first part, I articulate the short but significant evolution of the study of fractals …. In the second part, I discuss the application of fractals to business models and business analytics. "Clouds are not … line"(Mandelbrot, 1982, pg. 1). Thus began the study of fractals on a large scale. Fractals in their most common sense are …
Persistent link: https://www.econbiz.de/10009459095
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Chaotic structure of the BRIC countries and Turkey's stock market
Günay, Samet - In: International journal of economics and financial issues … 5 (2015) 2, pp. 515-522
Persistent link: https://www.econbiz.de/10011453643
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Long memory via networking
Schennach, Susanne M. - 2018 - This version: June 12, 2018
Many time-series exhibit "long memory": Their autocorrelation function decays slowly with lag. This behavior has traditionally been modeled via unit roots or fractional Brownian motion and explained via aggregation of heterogenous processes, nonlinearity, learning dynamics, regime switching or...
Persistent link: https://www.econbiz.de/10011883050
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Nonlinear and Chaotic Dynamics: An Economist's Guide
Weiss, Michael D. - In: Journal of Agricultural Economics Research (1991) 3
In recent years, research in both mathematics and the applied sciences has produced a revolution in the understanding of nonlinear dynamical systems. Used widely in economics and other disciplines to model change over time, these systems are now known to be vulnerable to a kind of "chaotic"...
Persistent link: https://www.econbiz.de/10010879212
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Chaotic Structure of the BRIC Countries and Turkey’s Stock Market
Günay, Samet - In: International Journal of Economics and Financial Issues 5 (2015) 2, pp. 515-522
In this study, the parameters of chaos are analyzed for the leading emerging stock markets: Brazil, Russia, India, China, and Turkey (BRIC-T). As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we performed different methods to identify the existence...
Persistent link: https://www.econbiz.de/10011268814
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Beyond Gaussian Averages: Redirecting Management Research Toward Extreme Events and Power Laws
Andriani, Pierpaolo; McKelvey, Bill - Department of Economics and Finance, Business School - 2006
Practicing managers live in a world of ‘extremes’ but management research is based on Gaussian statistics that rule out those extremes. On occasion, deviation amplifying mutual causal processes among interdependent data points cause extreme events characterized by power laws. They...
Persistent link: https://www.econbiz.de/10009294134
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Geografía fractal de un gran destino turístico
Cirer-Costa, Joan Carles - Volkswirtschaftliche Fakultät, … - 2011
Ibiza, one the world’s major tourist destinations, necessarily welcomes visitors from multiple family environments and socioeconomic condition. Such multi-faceted demand is met by a broad range of accommodation options, largely varying in type and category. Now, by analyzing the effect of this...
Persistent link: https://www.econbiz.de/10009323640
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ФРАКТАЛЬНЫЕ МЕТОДЫ В УПРАВЛЕНИИ РАЗВИТИЕМ ПРЕДПРИЯТИЙ АГРОПРОМЫШЛЕННОГО КОМПЛЕКСА
КАДИРБЕЧИВНА, ЕШУГОВА СВЕТЛАНА - In: Вестник Адыгейского … (2012) 3, pp. 244-248
В статье обоснована целесообразность использования фрактального моделирования процесса возникновения и распространения инноваций на предприятиях АПК;...
Persistent link: https://www.econbiz.de/10011231438
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ДИВЕРГЕНЦИЯ ФИНАНСОВОГО СЕКТОРА И РЕАЛЬНОГО СЕКТОРА ЭКОНОМИКИ: ГИПОТЕЗА И РЕАЛЬНОСТЬ
БАРСЕГОВ Г.Г. - In: ВЕСТНИК САРАТОВСКОГО … (2010) 3, pp. 9-14
В статье рассматривается современная гипотеза отрыва финансового сектора экономики от реального сектора, раскрываются его причины и последствия,...
Persistent link: https://www.econbiz.de/10011235751