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~person:"Fujiwara, Yoshi"
~person:"Lux, Thomas"
~person:"McCauley, Joseph L."
~type_genre:"Aufsatz in Zeitschrift"
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Journal of economic interaction and coordination : JEIC
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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
2
Productivity dispersion : facts, theory, and implications
Aoyama, Hideaki
;
Yoshikawa, Hiroshi
;
Iyetomi, Hiroshi
; …
- In:
Journal of economic interaction and coordination : JEIC
5
(
2010
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003973647
Saved in:
3
Correlated performance of firms in a transaction network
Ikeda, Yuichi
;
Aoyama, Hideaki
;
Iyetomi, Hiroshi
; …
- In:
Journal of economic interaction and coordination : JEIC
3
(
2008
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10003715820
Saved in:
4
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
Saved in:
5
Special issue: Applications of statistical physics in economics and finance
Farmer, J. Doyne
(
contributor
);
Lux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003622491
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