| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Stochastic Properties of German Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
505 |
| A minimal noise trader model with realistic time series |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
183 |
| A minimal noise trader model with realistic time series properties |
1 |
3 |
22 |
49 |
4 |
13 |
59 |
150 |
| A minimal noise trader model with realistic time series properties |
1 |
6 |
14 |
59 |
2 |
12 |
48 |
179 |
| A noise trader model as a generator of apparent financial power laws and long memory |
6 |
16 |
42 |
117 |
15 |
41 |
127 |
325 |
| Applications of statistical physics in finance and economics |
8 |
27 |
105 |
251 |
17 |
45 |
166 |
438 |
| Detecting multi-fractal properties in asset returns: the failure of the scaling estimator |
1 |
2 |
20 |
75 |
1 |
6 |
43 |
150 |
| Financial power laws: empirical evidence, models, and mechanism |
3 |
13 |
54 |
109 |
4 |
23 |
112 |
209 |
| Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models |
0 |
0 |
0 |
2 |
3 |
16 |
49 |
387 |
| Forecasting volatility and volume in the Tokyo stock market: long memory, fractality and regime switching |
3 |
12 |
53 |
165 |
7 |
27 |
100 |
332 |
| Forecasting volatility and volume in the Tokyo stock market: the advantage of long memory models |
3 |
5 |
30 |
157 |
6 |
15 |
86 |
414 |
| Genetic Learning and the Stylized Facts of Foreign Exchange Markets |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
174 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
1 |
3 |
4 |
22 |
2 |
4 |
16 |
94 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
0 |
1 |
7 |
49 |
1 |
7 |
46 |
172 |
| Microscopic models of financial markets |
1 |
7 |
28 |
115 |
4 |
17 |
80 |
250 |
| On Dynamics in An Asset Pricing Model with Heterogeneous Expectations |
0 |
0 |
0 |
185 |
4 |
17 |
43 |
494 |
| On Rational Bubbles and Fat Tails |
6 |
20 |
60 |
577 |
13 |
38 |
118 |
1,545 |
| Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market |
0 |
0 |
0 |
5 |
8 |
35 |
236 |
1,624 |
| Testing for Non-Linear Structure in an Artificial Financial Market |
0 |
0 |
0 |
1 |
3 |
13 |
54 |
1,091 |
| The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchange |
0 |
0 |
0 |
1 |
6 |
15 |
39 |
728 |
| The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility |
8 |
21 |
97 |
209 |
12 |
30 |
163 |
402 |
| The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility |
5 |
12 |
60 |
156 |
8 |
22 |
131 |
378 |
| The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation |
0 |
0 |
0 |
241 |
3 |
9 |
49 |
970 |
| The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting |
0 |
0 |
0 |
3 |
8 |
16 |
43 |
231 |
| The multi-fractal model of asset returns: its estimation via GMM and its use for volatility forecasting |
16 |
31 |
146 |
328 |
30 |
66 |
278 |
668 |
| Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach |
1 |
5 |
20 |
58 |
6 |
14 |
48 |
176 |
| Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach |
0 |
2 |
19 |
53 |
3 |
8 |
47 |
108 |
| True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence |
0 |
3 |
24 |
58 |
0 |
3 |
47 |
113 |
| Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents |
0 |
0 |
0 |
8 |
32 |
68 |
247 |
1,773 |
| Total Working Papers |
64 |
189 |
805 |
3,053 |
206 |
586 |
2,494 |
14,263 |
LogEc is hosted by the
Swedish Business School at Örebro University.