Results 11 to 20 of about 7,808,961 (245)
Frontiers in Psychology, 2022 This study examined the naturalistic conversations of 62 parent-child dyads during informal learning at an aquarium and with a subsample at home. Children (Mage = 69.8 months) with their parents were observed and audio recorded while exploring an ...
Grace Ocular +6 more
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Long memory in the Ukrainian stock market [PDF]
, 2013 This paper examines the dynamics of stock prices in Ukraine by estimating the degree of persistence of the PFTS stock market index. Using long memory techniques we show that the log prices series is I(d) with d slightly above 1, implying that returns are
Caporale, GM, Gil-Alana, LA
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Cogent Economics & Finance, 2022 We present a multi-scale and time-frequency analysis of the degree of integration and the lead-lag relationship between six cryptocurrencies (i.e., Bitcoin, Bitcoincash, Ethereum, Litecoin, Ripple, and Tether) and the cryptocurrency-implied volatility ...
Samuel Kwaku Agyei +6 more
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Time series aggregation, disaggregation and long memory
Lietuvos Matematikos Rinkinys, 2023 Large-scale aggregation and its inverse, disaggregation, problems are important in many fields of studies like macroeconomics, astronomy, hydrology and sociology.
Dmitrij Celov, Remigijus Leipus
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Advances in Neural Information Processing Systems 36, 2023 Abstract Sequence memory is an essential attribute of natural and artificial intelligence that enables agents to encode, store, and retrieve complex sequences of stimuli and actions. Computational models of sequence memory have been proposed where recurrent Hopfield-like neural networks are trained with temporally asymmetric Hebbian ...
Hamza Tahir Chaudhry +3 more
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Consequences for option pricing of a long memory in volatility [PDF]
, 2001 The economic consequences of a long memory assumption about volatility are documented, by comparing implied volatilities for option prices obtained from short and long memory volatility processes.
Taylor, S J
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Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
Econometrics, 2021 This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in actual data. One of the advantages of our model is that it is less brittle than fractionally integrated processes.
J. Eduardo Vera-Valdés
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Modeling Long Memory in REITs [PDF]
Real Estate Economics, 2007 One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate investment trust (REITs) and compares the findings for a market equity index.
Cotter, John, Simon Stevenson, Simon
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Pitfalls in long memory research
Cogent Economics & Finance, 2020 This paper offers a multifaceted perspective of the literature on long memory. Although the research on long memory has played an instrumental role in elevating the level of scholarly discourse on market efficiency, the authors believe that the issue of ...
Kunal Saha +2 more
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