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Estimation of continuous-time linear DSGE models from discrete-time measurements

Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023

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Business and financial cycles : an estimation of cycles'; length focusing on macroprudential policy

Gonzalez, Rodrigo Barbone; Lima, Joaquim; Marinho, … - 2015

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Using wavelets in economics : an application on the analysis of wage-price relation

Caus, Vasile-Aurel; Badulescu, Daniel; Gherman, Mircea … - In: Oradea journal of business and economics 2 (2017) 1, pp. 32-42

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Tracking financial cycles in ten transitional economies 2005-2018 using singular spectrum analysis (SSA) techniques

Škare, Marinko; Porada-Rochoń, Małgorzata - In: Equilibrium : quarterly journal of economics and … 14 (2019) 1, pp. 7-29

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Financial cycles : how long and how certain?

Gonzalez, Rodrigo Barbone; Marinho, Leonardo Sousa Gomes; … - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 2, pp. 1-22

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Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

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Deterministic chaos and forecasting in Amazon's share prices

Hanias, Michael; Tsakonas, Stefanos; Magafas, Lykourgos; … - In: Equilibrium : quarterly journal of economics and … 15 (2020) 2, pp. 253-273

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Complexity in economic and social systems

Drożdż, Stanisław (ed.); Kwapień, Jaroslaw (ed.); … - 2021

There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...

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Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT

Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193

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Different methodologies and uses of the Hurst exponent in econophysics

Nieves López García, María de las; Ramos-Requena, J. P. - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 107-119

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