Narrow search
Showing 1 - 10 of 10,582
Cover Image
Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
Yakovenko, Victor M.; Ludwig, Danial - 2023
Persistent link: https://www.econbiz.de/10014317167
Cover Image
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
current of behavioral finance. However, their design is closer in spirit to models of multi-particle interaction in physics … various implementations, and its contribution to an explanation of the stylized facts in finance. -- Agent-based models …
Persistent link: https://www.econbiz.de/10003715066
Cover Image
Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009
Persistent link: https://www.econbiz.de/10003820630
Cover Image
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas - 2008
Persistent link: https://www.econbiz.de/10008856295
Cover Image
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
Cover Image
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - 2011
Persistent link: https://www.econbiz.de/10009716088
Cover Image
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - In: Financial markets and the global recession, (pp. 103-159). 2010
Persistent link: https://www.econbiz.de/10009614252
Cover Image
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
current of behavioural finance. However, their design is closer in spirit to models of multi-particle interaction in physics … various implementations, and its contribution to an explanation of the stylized facts in finance. …
Persistent link: https://www.econbiz.de/10003721495
Cover Image
Stochastic processes : from physics to finance
Paul, Wolfgang; Baschnagel, Jörg - 1999
Persistent link: https://www.econbiz.de/10001421520
Cover Image
Volatility Models : From GARCH to Multi-Horizon Cascades
Subbotin, Alexander - 2009
We overview different methods of modeling volatility of stock prices and exchange rates, focusing on their ability to reproduce the empirical properties in the corresponding time series. The properties of price fluctuations vary across the time scales of observation. The adequacy of different...
Persistent link: https://www.econbiz.de/10013158884