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Fraktale und Finanzen : Märkte zwischen Risiko, Rendite und Ruin
Mandelbrot, Benoît B.; Hudson, Richard L. - 2007 - Ungekürzte Taschenbuchausg.
Persistent link: https://www.econbiz.de/10003316438
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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Chaos an den Finanzmärkten? : Finanzmarkttheorien auf dem Prüfstand
Götte, Rüdiger - 2011
Persistent link: https://www.econbiz.de/10008989684
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Deterministic chaos versus stochastic processes : an empirical study on the Austrian Schilling - US Dollar exchange rate
Crespo Cuaresma, Jesús - 1998
The classical theory about foreign exchange rate explains its fluctuations as the resulting of a random walk motion. In … this paper, such a theory is put into question by performing Brock, Dechert and Scheinkman's (1987) test on the Austrian …
Persistent link: https://www.econbiz.de/10009711654
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When nonrandomness appears random : a challenge to financial economics
Malliaris, Anastasios G.; Malliaris, Mary E. - In: Progress in financial markets research, (pp. 71-82). 2012
Persistent link: https://www.econbiz.de/10009678568
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Efficient market hypothesis in the capital market of a small transition economy - does it hold?
Jagrič, Timotej; Strašek, Sebastjan - In: Acta oeconomica : periodical of the Hungarian Academy … 55 (2005) 4, pp. 427-452
Persistent link: https://www.econbiz.de/10003239766
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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
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Bounds on sample paths of stochastic nonlinear systems : a Lyapunov function approach
Schenk-Hoppé, Klaus Reiner - 1998
Persistent link: https://www.econbiz.de/10001352176
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Random fixed points in a stochastic Solow growth model
Schenk-Hoppé, Klaus Reiner; Schmalfuß, Björn - In: Journal of mathematical economics 36 (2001) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10001597757
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An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen - In: Econometric reviews 20 (2001) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10001606191