Stock price process and long memory in trade signs

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Advances in mathematical economics
1. Verfasser: Kuroda, Koji (VerfasserIn)
Weitere Verfasser: Maskawa, Jun-ichi (VerfasserIn), Murai, Joshin (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2011
Schlagworte:
Handelsvolumen der Börse > Stochastischer Prozess > Börsenkurs > Effizienzmarkthypothese > Theorie > Hurst index > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
The nonemptiness of the inner core 2020 Inoue, Tomoki
Disintegration of young measures and nonlinear analysis 2020 Maruyama, Tōru
Some regularity estimates for diffusion semigroups with Dirichlet boundary conditions 2020 Kusuoka, Shigeo
Infinite horizon optimal control of non-convex problems under state constraints 2020 Frankowska, Hélène
Complicated dynamics and parametric restrictions in the Robinson-Solow-Srinivasan (RSS) model 2020 Khan, M. Ali
Evolution problems with time-dependent subdifferential operators 2020 Castaing, Charles
Numercial analysis on quadratic hedging strategies for normal inverse Gaussian models 2018 Arai, Takuji
A unified approach to convergence theorems of nonlinear integrals 2018 Kawabe, Jun
Second-order evolution problems with time-dependent maximal monotone operator and applications 2018 Castaing, Charles
Plausible equilibria and backward payoff-keeping behavior 2018 Hosoya, Yukhi
A two-sector growth model with credit market imperfections and production externalities 2018 Kunieda, Takuma
On supermartingale problems 2017 Kusuoka, Shigeo
Some problems in second order evolution inclusions with boundary condition : a variational approach 2017 Castaing, Charles
Bolza optimal control problems with linear equations and periodic convex integrands on large intervals 2017 Zaslavskij, Aleksandr J.
On sufficiently-diffused information in Bayesian games : a dialectical formalization 2017 Khan, M. Ali
On a fractional differential inclusion in Banach space under weak compactness condition 2016 Castaing, Charles
On first-order partial differential equations : an existence theorem and its applications 2016 Hosoya, Yuhki
Real radicals and finite convergence of polynominal optimization problems 2016 Sekiguchi, Yoshiyuki
Survey of the theory of extremal problems 2016 Tichomirov, Vladimir M.
Fourier analysis of periodic weakly stationary processes : a note on Slutsky's observation 2016 Maruyama, Tōru
Alle Artikel auflisten