Access Statistics for Vygintas Gontis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A long-range memory stochastic model of the return in financial markets	0	0	0	23	2	2	3	68
Agent based reasoning for the non-linear stochastic models of long-range memory	0	0	1	6	2	2	8	42
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance	0	0	0	13	2	2	6	71
Approximation of the first passage time distribution for the birth-death processes	0	0	0	3	4	5	8	33
Bessel-like birth-death process	0	0	0	4	2	5	17	47
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets	0	0	0	4	2	2	8	32
Consentaneous agent-based and stochastic model of the financial markets	0	0	0	11	2	3	9	39
Control of the socio-economic systems using herding interactions	0	0	0	3	1	1	4	37
Discrete $q$-exponential limit order cancellation time distribution	0	0	0	4	3	6	12	20
Fluctuation analysis of the three agent groups herding model	0	0	0	1	2	3	4	20
Herding interactions as an opportunity to prevent extreme events in financial markets	0	0	0	13	2	2	5	33
Interplay between endogenous and exogenous fluctuations in financial markets	0	0	0	9	3	4	15	31
Long-range memory model of trading activity and volatility	0	0	0	7	0	0	6	36
Long-range memory test by the burst and inter-burst duration distribution	0	0	0	0	2	2	5	12
Modeling long-range memory trading activity by stochastic differential equations	0	0	0	16	0	1	7	70
Modelling financial markets by the multiplicative sequence of trades	0	0	0	11	1	4	7	47
Modelling share volume traded in financial markets	0	0	0	4	2	3	5	44
Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets	0	0	0	7	1	1	6	43
Multiplicative point process as a model of trading activity	0	0	0	1	1	3	11	36
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges	0	0	0	7	3	4	6	34
Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion	0	0	0	3	5	7	16	30
Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients	1	1	18	18	6	9	25	25
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics	0	0	0	26	3	3	10	65
Spurious memory in non-equilibrium stochastic models of imitative behavior	0	0	0	2	1	1	3	29
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals	0	0	0	4	3	4	13	34
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets	0	0	0	11	4	4	9	54
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory	0	0	0	2	2	3	15	29
Three-state herding model of the financial markets	0	0	0	2	0	1	11	41
Trading activity as driven Poisson process: comparison with empirical data	0	0	0	4	1	1	3	39
Understanding the nature of the long-range memory phenomenon in socioeconomic systems	0	0	0	2	1	5	16	25
Total Working Papers	1	1	19	221	63	93	273	1,166

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Modeling of Flows with Power-Law Spectral Densities and Power-Law Distributions of Flow Intensities	0	0	0	0	3	3	3	3
Total Chapters	0	0	0	0	3	3	3	3

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Statistics updated 2026-05-06