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Dynamics of markets : econophysics and finance
McCauley, Joseph L. - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001795430
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Dynamics of markets : the new financial economics
McCauley, Joseph L. - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003825557
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Nonstationarity of efficient finance markets : FX market evolution from stability to instability
McCauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 820-837
Persistent link: https://www.econbiz.de/10003792308
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Evolution of FX markets and new financial economics
McCauley, Joseph L. - In: Computable, constructive and behavioural economic …, (pp. 347-376). 2010
Persistent link: https://www.econbiz.de/10003963007
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ARCH and GARCH models vs. martingale volatility of finance market returns
McCauley, Joseph L. - In: International review of financial analysis 18 (2009) 4, pp. 151-153
Persistent link: https://www.econbiz.de/10003921029
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Equilibrium versus market efficiency : randomness versus complexity in finance markets
McCauley, Joseph L. - In: Nonlinearity, complexity and randomness in economics : …, (pp. 203-210). 2012
Persistent link: https://www.econbiz.de/10009505609
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Equilibrium versus market efficiency : randomness versus complexity in finance markets
McCauley, Joseph L. - In: Journal of economic surveys 25 (2011) 3, pp. 600-607
Persistent link: https://www.econbiz.de/10009157976
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Equilibrium vs. market efficiency
McCauley, Joseph L. - In: Social fairness and economics : economic essays in the …, (pp. 140-149). 2013
Persistent link: https://www.econbiz.de/10009716415
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Is integration I(d) applicable to observed economics and finance time series?
McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H. - In: International review of financial analysis 18 (2009) 3, pp. 101-108
Persistent link: https://www.econbiz.de/10003880011
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Stochastic calculus and differential equations for physics and finance
McCauley, Joseph L. - 2013 - Online-Ausg.
Machine generated contents note: 1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and...
Persistent link: https://www.econbiz.de/10012683307