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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Quantifying reflexivity in financial markets : towards a prediction of flash crashes
Filimonov, Vladimir; Sornette, Didier - 2012
driving. complex systems ; econophysics ; exogenous ; versus endogenous ; high-frequency trading ; criticality ; trading …
Persistent link: https://www.econbiz.de/10009561617
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Estimating Volatility of German Dax From Econometric and Econophysics Perspectives
Pulickal, Jose Paul - 2020
Investors recently are really concerned about the risk aspects associated with the investment in securities. Volatility … used to forecast volatility. One such model is the different variants of the Econometric model. Along with it the use of … Econophysics methods is also helpful for the same. Understanding a better model of the forecast is what investors are looking …
Persistent link: https://www.econbiz.de/10012829626
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Option implied moments obtained through fuzzy regression
Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 2, pp. 211-238
Persistent link: https://www.econbiz.de/10012225083
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Waiting times for outpatient treatment in Germany : new experimental evidence from primary data
Heinrich, Nils; Wübker, Ansgar; Wuckel, Christiane - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 5, pp. 375-394
Persistent link: https://www.econbiz.de/10011954723
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Waiting times for outpatient treatment in Germany : new experimental evidence from primary data
Heinrich, Nils; Wübker, Ansgar; Wuckel, Christiane - 2017
Long waiting lines are a common feature and a major concern in many public health care delivery systems. The waiting lines are often characterized as inefficient, because they are a burden to patients without generating any gains for providers. There is an ongoing debate in Germany regarding the...
Persistent link: https://www.econbiz.de/10011631526
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The role of temperature in economic exchange : an empirical analysis
Dimitrijević, Bojan; Lovre, Ivan - In: Journal of central banking theory and practice 4 (2015) 3, pp. 65-89
Persistent link: https://www.econbiz.de/10011373218
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Financial markets as a complex system: A short time scale perspective
Marschinski, Robert; Matassini, Lorenzo - 2001
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010301759
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Gravity modeling in social science : the case of the commuting phenomenon in Greece
Tsiotas, Dimitrios; Aspridēs, Geōrgios M.; … - In: Evolutionary and institutional economics review 16 (2019) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10012034588
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Financial markets as a complex system : a short time scale perspective
Marschinski, Robert; Matassini, Lorenzo - 2001
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010504303