Similar Search Results

The role of temperature in economic exchange : an empirical analysis

Dimitrijević, Bojan; Lovre, Ivan - In: Journal of central banking theory and practice 4 (2015) 3, pp. 65-89

Persistent link: https://www.econbiz.de/10011373218

Recurrence interval analysis of financial time series

Zhou, Wei-Xing; Jiang, Zhi-Qiang; Xie, Wen-Jie - 2024

Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial...

Persistent link: https://www.econbiz.de/10014491224

Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model

Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22

. Utilizing newly developed econophysics-based unit root tests and the Dynamic Conditional Correlation Multivariate Generalized …

Persistent link: https://www.econbiz.de/10015071029

An empirical study on the statistical properties of Romanian emerging stock market RASDAQ

Gligor, Mircea - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 723-739

Persistent link: https://www.econbiz.de/10002200662

Long memory in stock trading

Leonidov, Andrei - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 879-885

Persistent link: https://www.econbiz.de/10002420725

The international-trade network : gravity equations and topological properties

Fagiolo, Giorgio - In: Journal of economic interaction and coordination : JEIC 5 (2010) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10003973640

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

Agent's behaviour in a sequential Dutch auction : evidence from the Pescara wholesale fish market

Giulioni, Gianfranco; Bucciarelli, Edgardo - In: Applied economics letters 18 (2011) 4/6, pp. 455-460

Persistent link: https://www.econbiz.de/10009232960

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133

Modellierung von Aktienkursen im Lichte der Komplexitätsforschung

Kauper, Benjamin; Kunze, Karl-Kuno - 2011

This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and crashes regarding the German stock market between 1960 and 2009. We identify relevant time periods and describe them with the function given by Sornette et al's model. Our results show some evidence...

Persistent link: https://www.econbiz.de/10008937463