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In this paper I present a time series analysis based on a metrical approach. I use a definition of distance which depends on the sample correlation coefficient among bonds. The dataset consists on daily returns of US treasury bonds. By mean of a Linkage-Algorithm bonds are classified according...
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We study a differential game, for the extraction of a renewable resource, in which players are overlapping generations of extractors. The framework of overlapping generation allows us to consider both intragenerational (players in the same generation) and intergenerational (players in different...
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The present paper aims to introduce the principal definitions and proof of fundamental properties of the so called "Way Below" relation. We introduce an alternative proof, with respect to \cite{Scott}, of the strong interpolation theorem. The strong interpolation theorem is the theoretical...
Persistent link: https://www.econbiz.de/10005465198
In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, Exchange Market and Oil Market. It is well known that financial time series reveal some anomalies as regards the Efficient Market Hypotesis and some scaling behavior is evident such as fat tails and clustered...
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