Results 11 to 20 of about 3,061,654 (200)
The long memory of the efficient market [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2004 For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as $\tau^{-\alpha}$ with $\alpha \approx 0.6$, corresponding to a Hurst exponent $H \approx 0.7$.
Farmer, J. Doyne, Lillo, Fabrizio
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LARCH, Leverage and Long Memory [PDF]
, 2003 We consider the long memory and leverage properties of a model for the conditional variance of an observable stationary sequence, where the conditional variance is the square of an inhomogeneous linear combination of past values of the observable ...
Donatas Surgailis +3 more
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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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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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Self-rated everyday prospective memory abilities of cigarette smokers and non-smokers: a web based study [PDF]
, 2005 The present study examined self-ratings of two aspects of everyday memory performance: long-term prospective memory—measured by the prospective memory questionnaire (PMQ), and everyday memory—measured by the everyday memory questionnaire (EMQ).
Buchanan, T. +11 more
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Generalized Memory: Fractional Calculus Approach
Fractal and Fractional, 2018 The memory means an existence of output (response, endogenous variable) at the present time that depends on the history of the change of the input (impact, exogenous variable) on a finite (or infinite) time interval.
Vasily E. Tarasov
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Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
Econometrics, 2020 This paper studies long economic series to assess the long-lasting effects of pandemics. We analyze if periods that cover pandemics have a change in trend and persistence in growth, and in level and persistence in unemployment.
C. Vladimir Rodríguez-Caballero +1 more
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Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets
Organizations and Markets in Emerging Economies, 2022 This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis.
Yunus Karaömer
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SSRN Electronic Journal, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ibragimov, R, Lentzas, G
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