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Time series analysis
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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ECONIS (ZBW)
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EconStor
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1
Speculative bubble tendencies in time series of Bitcoin market prices
Demmler, Michael
;
Fernández Domínguez, Amilcar O.
- In:
Cuadernos de economía
41
(
2022
)
86
,
pp. 159-183
Persistent link: https://www.econbiz.de/10014541846
Saved in:
2
The distribution of speculative price changes
Yang, Seung-ryong
-
1989
Persistent link: https://www.econbiz.de/10000857473
Saved in:
3
Time series properties of stock returns
Jacobsen, Ben
-
1997
-
1. dr
Persistent link: https://www.econbiz.de/10000977416
Saved in:
4
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
-
1997
Persistent link: https://www.econbiz.de/10000983929
Saved in:
5
Time series analysis of speculative returns
Ding, Zhuanxin
-
1994
Persistent link: https://www.econbiz.de/10000915963
Saved in:
6
On the distribution of transaction stock returns :
theory
and evidence
Ha, Daesung
-
1991
Persistent link: https://www.econbiz.de/10000997684
Saved in:
7
Time series properties of stock returns
Jacobsen, Ben
-
1997
Persistent link: https://www.econbiz.de/10000657666
Saved in:
8
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
9
Firm
speculation
strategies : the case of different ARIMA price time series
Tenhunen, Lauri
-
1992
Persistent link: https://www.econbiz.de/10000861968
Saved in:
10
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
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