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Time series properties of an artificial stock market

Arthur, W. Brian; LeBaron, Blake Dean; Palmer, Richard - 1997

Persistent link: https://www.econbiz.de/10000978975

Time series properties of an artificial stock market

LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516

Persistent link: https://www.econbiz.de/10001415378

Price discovery in fragmented markets

Jong, Frank de; Schotman, Peter C. - 2003

Persistent link: https://www.econbiz.de/10001778469

An empirical analysis of market structure and the pattern of time varying return volatility on the stock markets of Western Europe

Panda, Ajaya Kumar; Nanda, Swagatika - In: Asian African journal of economics and econometrics 13 (2013) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10010206654

Sector Neutral Portfolios : Long Memory Motifs Persistence in Market Structure Dynamics

Turiel, Jeremy - 2019

We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying Kendall correlation matrices computed from stock prices log-returns over rolling windows with...

Persistent link: https://www.econbiz.de/10012860326

Dodd-Frank's impact on community-bank investment models : a Bayesian structural time series analysis

Lee, Yen Teik; Caton, Gary L.; Gamble, Edward N.; … - In: Accounting and finance 63 (2023) 1, pp. 537-554

Persistent link: https://www.econbiz.de/10014301553

Where did the time (series) go? : estimation of marginal emission factors with autoregressive components

Beltrami, Filippo; Burlinson, Andrew; Grossi, Luigi; … - 2020

Persistent link: https://www.econbiz.de/10012202009

The impact of policy on hospital productivity : a time series analysis of Dutch hospitals

Blank, Jos L. T.; Eggink, Evelien - In: Health care management science 17 (2014) 2, pp. 139-149

Persistent link: https://www.econbiz.de/10010372470

Modeling, inference and optimization of regulatory networks based on time series data

Weber, Gerhard-Wilhelm; Defterli, Ozlem; … - In: European journal of operational research : EJOR 211 (2011) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10008859566

Two dimensional time-series for anomaly detection and regulation in adaptive systems

Burgess, Mark - In: Management technologies for E-Commerce and E-Business …, (pp. 169-180). 2002

Persistent link: https://www.econbiz.de/10003514571