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through the scaling of variance of the underlying processes. On the three most liquid US indices — DJI, NASDAQ and S&P500 — we …
Persistent link: https://www.econbiz.de/10011010862
general, the Lognormal MSM models generate "apparent" long memory in good agreement with empirical scaling provided that one …
Persistent link: https://www.econbiz.de/10005047404
Random-text models have been proposed as an explanation for the power law relationship between word frequency and rank, the so-called Zipf's law. They are generally regarded as null hypotheses rather than models in the strict sense. In this context, recent theories of language emergence and...
Persistent link: https://www.econbiz.de/10005050903
We have analyzed the possibility of scaling the sexual Penna ageing model. Assuming that the number of genes expressed …
Persistent link: https://www.econbiz.de/10005080914