Search Results - subject:"Fractal structure"

Fractals and nonlinear dynamic modeling in energy economics : a comprehensive overview

Emami-Meybodi, Mehdi; Samadi, Ali Hussein - In: Time and Fractals : Perspectives in Economics, …, (pp. 121-160). 2023

Persistent link: https://www.econbiz.de/10014430655

Behavioral agent-based framework for interacting financial markets

Ezzat, Heba M. - In: Review of economics and political science : REPS 5 (2020) 2, pp. 94-115

volatility, power-law tails, persistent autocorrelation in absolute returns and fractal structure. Practical implications …

Persistent link: https://www.econbiz.de/10012180756

Behavioral agent-based framework for interacting financial markets

Ezzat, Heba M. - In: Review of Economics and Political Science (REPS) 5 (2020) 2, pp. 94-115

volatility, power-law tails, persistent autocorrelation in absolute returns and fractal structure. Practical implications …

Persistent link: https://www.econbiz.de/10015394462

Fractal structure of the stock markets of leading asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times … DFA or modified GPH test. Fractal dimension analysis also demonstrated that all raw index prices have fractal structure …

Persistent link: https://www.econbiz.de/10011568388

ДЕМОКРАТИЗАЦИЯ КАК ГЛОБАЛЬНЫЙ ПОЛИТИЧЕСКИЙ ПРОЕКТ

МАРТЫНЕНКО С.В. - In: ВЕСТНИК САРАТОВСКОГО … (2011) 3, pp. 181-183

Предметом исследования в статье является процесс демократизации в современном глобализирующемся мире. Глобализация теоретически изображается в виде...

Persistent link: https://www.econbiz.de/10011236799

МОДЕЛЬ ТРОЙНОЙ СПИРАЛИ И ФРАКТАЛЬНАЯ СТРУКТУРА ИННОВАЦИОННОЙ СИСТЕМЫ В ПРИЛОЖЕНИИ К РЕАЛИЗАЦИИ КОНКРЕТНОГО ИННОВАЦИОННОГО ПРОЕКТА

ИВАНОВА И.А.; КАРАСТЕЛЕВ Б.Я.; … - In: Известия Дальневосточного … 1 (2011) 3, pp. 15-23

Рассматривается фрактальная модель инновационной системы тройной спирали по аналогии с фрактальным характером экономических циклов. Данная модель...

Persistent link: https://www.econbiz.de/10011239865

Stock Market Spread Trading: Argentina and Brazil Stock Indexes

Batten, Jonathan A.; Szilagyi, Peter G.; Wong, Michael C.S. - In: Emerging Markets Finance and Trade 50 (2014) 03, pp. 61-76

range analysis, we identify the presence of a time-varying fractal structure in this ratio. When a Hurst-based trading rule …

Persistent link: https://www.econbiz.de/10011094380

Stock market spread trading : Argentina and Brazil stock indexes

Batten, Jonathan A.; Szilágyi, Péter G.; Wong, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 61-76

Persistent link: https://www.econbiz.de/10010465142

Fractal structure of the stock markets of leading Asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10010480116

Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market

Yalama, Abdullah; Celik, Sibel - In: Economic Modelling 30 (2013) C, pp. 67-72

We examine whether real or spurious long memory characteristics of volatility are present in stock market data. We empirically distinguish between true and spurious long memory characteristics by analysing different types and measurements of volatility, utilising different sampling frequencies...

Persistent link: https://www.econbiz.de/10010608253