Results 131 to 140 of about 19,704 (219)

Long-term memory and its evolution in returns of PX between 1999 and 2009 [PDF]

open access: yes
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process.
Kristoufek, Ladislav
core   +1 more source

Visualization of Chaos for Finance Majors [PDF]

open access: yes
Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0Logistic Equation, Visualization, Strange Attractor, Chaos, Hurst ...
CORNELIS A. LOS
core  

The Development of Neural Inhibition across Species: Insights from the Hurst Exponent. [PDF]

open access: yesJ Neurosci
Nishio M   +8 more
europepmc   +1 more source

Random walks, Hurst exponent, and market efficiency

open access: yesQuality & Quantity
Abstract Market efficiency assumes that prices in financial markets are perfectly informative and, therefore, it is not possible to design trading strategies that outperform the market. The concept of efficiency has important implications for financial stability and, consequently, for financial policies. If asset returns exhibit persistent or
openaire   +2 more sources

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