Regular and chaotic dynamics in a 2D discontinuous financial market model with heterogeneous traders

An Iterative Algorithm of Estimating the Parameters of the Fractal Brownian Motion

Схоже за: Financial Risk and Volatility Modeling · Chaos control and synchronization · Complex Systems and Time Series Analysis

Fractal spline signals: Synthesis and estimation

Схоже за: Financial Risk and Volatility Modeling · Chaos control and synchronization · Complex Systems and Time Series Analysis

Estimating the Hurst Exponent of Fractional Levy Motion by the Fractional Moments Method

Схоже за: Financial Risk and Volatility Modeling · Chaos control and synchronization · Complex Systems and Time Series Analysis

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Exploring frequency of price overreactions in the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis