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Dittrich, Ludwig O.; Srbek, Pavel - In: Atlantic economic journal : AEJ 48 (2020) 4, pp. 491-501

Persistent link: https://www.econbiz.de/10012485200

A random walk stochastic volatility model for income inequality

Nishino, Haruhisa; Kakamu, Kazuhiko - In: Japan and the world economy : international journal of … 36 (2015), pp. 21-28

Persistent link: https://www.econbiz.de/10011572887

Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10011695555

Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes

Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 44 (2019) 3, pp. 919-942

Persistent link: https://www.econbiz.de/10012105807

Irrfahrten - Faszination der Random Walks : ein elementarer Einstieg in die stochastischen Prozesse

Henze, Norbert - 2018 - 2., überarbeitete Auflage

Verl.Beschr.: Mit diesem Buch gelingt dem Autor des bekannten Lehrwerkes Stochastik für Einsteiger auf geradezu spielerische Weise, den Leser mit zahlreichen überraschenden Zufallsphänomenen und Nicht-Standard-Grenzwertsätzen im Zusammenhang mit einfachen Irrfahrten und verwandten Themen zu...

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A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market

Nkemnole, Edesiri - In: Journal of economic and financial sciences 9 (2016) 3, pp. 696-713

Persistent link: https://www.econbiz.de/10011658239

An optimal test against a Random walk component in a non-orthogonal unobserved components model

Bailey, Ralph W. - 2000

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Stochastic strategies for patrolling a terrain with a synchronized multi-robot system

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Persistent link: https://www.econbiz.de/10013267819

Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-Shaped Law of Motion

Schenk-Hoppé, Klaus Reiner - 2014

random dynamical systems theory, we obtain a complete analysis of a stochastic OLG growth model. In the long-run the economy … converges either to a state with no capital (poverty trap) or a sample path of a random fixed point (business cycle). The …

Persistent link: https://www.econbiz.de/10014103846

Economic dynamics : phase diagrams and their economic application

Shone, Ronald - 1997 - 1. publ.

Persistent link: https://www.econbiz.de/10000622978