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  • Search: subject:"Mandelbrot"
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Year of publication
Subject
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Mandelbrot 9 ARCH 3 BEKK-GARCH 3 Backtesting 3 Bootstrapping 3 CCC-GARCH 3 Conditional Volatility 3 Constant Mean Model 3 DCC-GARCH 3 EWMA 3 Fractals 3 GARCH 3 GJR-GARCH 3 Heteroskedasticity 3 IGARCH 3 Misspecification Test 3 Multivariate Volatility Model 3 Stylized Facts 3 Univariate Volatility Model 3 Value at Risk 3 Volatility Clustering 3 Zipf–Mandelbrot 3 Zipf–Mandelbrot law 3 Additive Noise 2 Bachelier-Samuelson model 2 Epistemology 2 Finance 2 Financial Markets 2 Gaussian distribution 2 Mandelbrot model 2 Pareto 2 Statistical distribution 2 Statistische Verteilung 2 Theorie 2 Theory 2 Thomas Kuhn 2 Welt 2 World 2 Altertum 1 Ancient history 1
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Online availability
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Undetermined 13 Free 10
Type of publication
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Article 18 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 16 English 7 German 2 French 1
Author
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Cremers, Heinz 3 Estrada, Fernando 3 Krasnosselski, Nikolai 3 Sanddorf, Walter 3 Alvarez, G. 2 Gao, Jianbo 2 Grabchak, Michael 2 Jha, Ketan 2 Liu, Bin 2 Montoya, F. 2 Pastor, G. 2 Rani, Mamta 2 Romera, M. 2 Samorodnitsky, Gennady 2 Abe, Sumiyoshi 1 Alvarez-Ramirez, Jose 1 Andriani, Pierpaolo 1 CONSTANTINESCU, Andreea 1 Cont, Rama 1 Crompton, Andrew 1 Estrada Gallego, Fernando 1 Gallegos, Gustavo 1 Helgesen, Geir 1 Kristiansen, Kai de Lange 1 Liu, Feiyan 1 Malacarne, L.C. 1 McKelvey, Bill 1 Mendes, R.S. 1 Meraz, Monica 1 Montemurro, Marcelo A. 1 Nielbo, Kristoffer Laigaard 1 Picoli, S. 1 Rotundo, Giulia 1 Salazar, Boris 1 Skjeltorp, Arne T. 1 Suzuki, Norikazu 1 Wang, Fanglei 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics and Finance, Business School 1 Frankfurt School of Finance and Management 1 HAL 1
Published in...
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Physica A: Statistical Mechanics and its Applications 8 MPRA Paper 3 Frankfurt School - Working Paper Series 2 Cuadernos de economía 1 Environment and Planning B: Planning and Design 1 History of economic ideas : HEI 1 International Journal of Artificial Life Research (IJALR) 1 International Journal of Natural Computing Research (IJNCR) 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 Management Intercultural 1 Quantitative Finance 1 Structural change and economic dynamics 1 Working Papers / Department of Economics and Finance, Business School 1 Working Papers / HAL 1 Working paper series / Frankfurt School of Finance & Management 1
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Source
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RePEc 17 ECONIS (ZBW) 5 Other ZBW resources 2 BASE 1 EconStor 1
Showing 1 - 10 of 26
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Fundamental limits to economic development in developing and underdeveloped countries imposed by global hierarchy
Gao, Jianbo; Wang, Fanglei; Liu, Bin; Liu, Feiyan; … - In: Structural change and economic dynamics 68 (2024), pp. 298-312
Persistent link: https://www.econbiz.de/10014495217
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Benoit Mandelbrot (1924 - 2010) : a Greek among Romans
Estrada Gallego, Fernando - In: History of economic ideas : HEI 19 (2011) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10009519859
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Understanding the non-Gaussian distribution of revealed comparative advantage index and its alternatives
Liu, Bin; Gao, Jianbo - In: International economics : a journal published by CEPII … 158 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012318720
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Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
Krasnosselski, Nikolai; Cremers, Heinz; Sanddorf, Walter - 2014
The globalisation on financial markets and the development of financial derivatives has increased not only chances but also potential risk within the banking industry. Especially market risk has gained major significance since market price variation of interest rates, stocks or exchange rates...
Persistent link: https://www.econbiz.de/10010331352
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LAWS AND PRINCIPLES OF UNIVERSAL VALUE IN SUSTAINABLE DEVELOPMENT INDICATORS ANALYSIS
CONSTANTINESCU, Andreea - In: Management Intercultural (2014) 31, pp. 83-95
Each extension of the scope of laws and principles that allow both mathematical and statistical remodeling as well as reaffirming the appropriateness of proven methods, stirs up a special study interest. The ever-expanding computational power of laws of power offers to the scientific universe...
Persistent link: https://www.econbiz.de/10011079436
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Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
Krasnosselski, Nikolai; Cremers, Heinz; Sanddorf, Walter - Frankfurt School of Finance and Management - 2014
The globalisation on financial markets and the development of financial derivatives has increased not only chances but also potential risk within the banking industry. Especially market risk has gained major significance since market price variation of interest rates, stocks or exchange rates...
Persistent link: https://www.econbiz.de/10010985133
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Control of Dynamic Noise in Transcendental Julia and Mandelbrot Sets by Superior Iteration Method
Jha, Ketan; Rani, Mamta - In: International Journal of Natural Computing Research (IJNCR) 7 (2018) 2, pp. 48-59
Researchers and scientists are attracted towards Julia and Mandelbrot sets constantly. They analyzed these sets … intensively. Researchers have studied the perturbation in Julia and Mandelbrot sets which is due to different types of noises, but … transcendental Julia and Mandelbrot sets remained ignored. The purpose of this article is to study the perturbation in transcendental …
Persistent link: https://www.econbiz.de/10012046731
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Estimation of Dynamic Noise in Mandelbrot Map
Jha, Ketan; Rani, Mamta - In: International Journal of Artificial Life Research (IJALR) 7 (2017) 2, pp. 1-20
Julia and Mandelbrot sets have been studied continuously attracting fractal scientists since their creation. As a … result, Julia and Mandelbrot sets have been analyzed intensively. In this article, researchers have studied the effect of … corresponding amount of dynamic noise in the Mandelbrot map. Further, in order to recover a distorted fractal image, a restoration …
Persistent link: https://www.econbiz.de/10012042917
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Benoit Mandelbrot et la modélisation mathématique des risques financiers
Cont, Rama - HAL - 2011
Benoit Mandelbrot, mathématicien et savant multidisciplinaire, s'intéressa très tôt dans sa carrière à l … principales de Mandelbrot dans ce domaine. …
Persistent link: https://www.econbiz.de/10009369213
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Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans
Estrada, Fernando - Volkswirtschaftliche Fakultät, … - 2011
Posthumous tributes to Benoit Mandelbrot (1924-2010) have highlighted his remarkable influence on the natural sciences …, from geometry to meteorology, to theories with non-Euclidean spaces and geospatial models approach. Mandelbrot culminates a …
Persistent link: https://www.econbiz.de/10009004033
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