Similar Search Results

Multiscale correlation networks analysis of the US stock market : a wavelet analysis

Wang, Gang-Jin; Chi, Xie; Chen, Shou - In: Journal of economic interaction and coordination : JEIC 12 (2017) 3, pp. 561-594

Persistent link: https://www.econbiz.de/10011878725

The double role of GDP in shaping the structure of the International Trade Network

Almog, Assaf; Squartini, Tiziano; Garlaschelli, Diego - In: International journal of computational economics and … 7 (2017) 4, pp. 381-398

Persistent link: https://www.econbiz.de/10011863056

The role of temperature in economic exchange : an empirical analysis

Dimitrijević, Bojan; Lovre, Ivan - In: Journal of central banking theory and practice 4 (2015) 3, pp. 65-89

Persistent link: https://www.econbiz.de/10011373218

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

From Edgeworth to econophysics: a methodological perspective

Drakopulos, Stauros A.; Katselidis, Ioannis - In: The journal of economic methodology 22 (2015) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011376692

Identifying explosive behavioral trace in the CNX Nifty index : a quantum finance approach

Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 15 (2018) 1, pp. 208-223

Persistent link: https://www.econbiz.de/10012002800

Different methodologies and uses of the Hurst exponent in econophysics

Nieves López García, María de las; Ramos-Requena, J. P. - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 107-119

Persistent link: https://www.econbiz.de/10012063553

Tax compliance and public goods provision : an agent-based econophysics approach

Hokamp, Sascha; Seibold, Götz - In: Central European journal of economic modelling and … 6 (2014) 4, pp. 217-236

Persistent link: https://www.econbiz.de/10010503015

Evidence of intraday multifractality in European stock markets during the recent coronavirus (covid-19) outbreak

Aslam, Faheem; Mohti, Wahbeeah; Ferreira, Paulo - In: International Journal of Financial Studies : open … 8 (2020) 2/31, pp. 1-13

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...

Persistent link: https://www.econbiz.de/10012239424

Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT

Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193

Persistent link: https://www.econbiz.de/10012159372

1
2
3
4
5
6
7
8
9
10
Next
Last