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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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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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Forecasting Stock Market Prices Using Mixed ARIMA Model : A Case Study of Indian Pharmaceutical Companies
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Spulbar, … - 2021
India, listed under NIFTY100, using the ARIMA model. A sample size of 782 time-series observations from January 1, 2017, to …
Persistent link: https://www.econbiz.de/10013249306
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Quantitative Analysen zum deutschen und internationalen Luftfrachtmarkt
Prinz, Alexander - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003750256
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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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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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Essays on the effects of inward foreign direct investment in the UK
Sousa, Nuno - 2002
Persistent link: https://www.econbiz.de/10001752945
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Public spending and FDI in Benin
Mitra, Rajarshi; Hossain, Md. Sharif - In: The empirical economics letters : a monthly … 17 (2018) 9, pp. 1065-1072
Persistent link: https://www.econbiz.de/10012006765