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Time series properties of an artificial stock market
Arthur, W. Brian; LeBaron, Blake Dean; Palmer, Richard - 1997
Persistent link: https://www.econbiz.de/10000978975
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Price discovery in fragmented markets
Jong, Frank de; Schotman, Peter C. - 2003
Persistent link: https://www.econbiz.de/10001778469
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Time series properties of an artificial stock market
LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378
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Sector Neutral Portfolios : Long Memory Motifs Persistence in Market Structure Dynamics
Turiel, Jeremy - 2019
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying Kendall correlation matrices computed from stock prices log-returns over rolling windows with...
Persistent link: https://www.econbiz.de/10012860326
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Unit roots and cointegration in endogenous growth models : results and interpretations
Lau, Sau-Him Paul - 1994
Persistent link: https://www.econbiz.de/10000507235
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Panel cointegration, endogenous growth and business cycles in open economies
Pedroni, Peter Louis - 1993
Persistent link: https://www.econbiz.de/10000913183
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Japan's economic stagnation in the 1990s : an explanation by the principle of transition dynamics
Ito, Yukiko - 1998
Persistent link: https://www.econbiz.de/10000996236
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Empirical evidence for alternative growth models : time series results
Gundlach, Erich - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 129 (1993) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10001142172
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Using stochastic growth models to understand unit roots and breaking trends
Lau, Sau-Him Paul - In: Journal of economic dynamics & control 21 (1997) 10, pp. 1645-1667
Persistent link: https://www.econbiz.de/10001224134
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Evaluating old and new growth theories : an inquiry into Italy's growth process by means of time series informative sets
Mattana, Paolo - In: Rivista internazionale di scienze economiche e … 44 (1997) 3, pp. 577-599
Persistent link: https://www.econbiz.de/10001229565