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	0	2	3	68
Agent based reasoning for the non-linear stochastic models of long-range memory	0	0	1	6	0	2	8	42
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance	0	0	0	13	0	2	6	71
Approximation of the first passage time distribution for the birth-death processes	0	0	0	3	1	6	9	34
Bessel-like birth-death process	0	0	0	4	0	5	17	47
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets	0	0	0	4	0	2	8	32
Consentaneous agent-based and stochastic model of the financial markets	0	0	0	11	0	3	9	39
Control of the socio-economic systems using herding interactions	0	0	0	3	0	1	4	37
Discrete $q$-exponential limit order cancellation time distribution	0	0	0	4	1	6	13	21
Fluctuation analysis of the three agent groups herding model	0	0	0	1	0	2	4	20
Herding interactions as an opportunity to prevent extreme events in financial markets	0	0	0	13	0	2	5	33
Interplay between endogenous and exogenous fluctuations in financial markets	0	0	0	9	0	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	0	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	0	2	7	47
Modelling share volume traded in financial markets	0	0	0	4	0	2	5	44
Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets	0	0	0	7	0	1	5	43
Multiplicative point process as a model of trading activity	0	0	0	1	2	4	12	38
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges	0	0	0	7	0	3	6	34
Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion	0	0	0	3	0	6	16	30
Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients	0	1	18	18	0	7	25	25
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics	0	0	0	26	0	3	10	65
Spurious memory in non-equilibrium stochastic models of imitative behavior	0	0	0	2	1	2	4	30
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals	0	0	0	4	1	5	14	35
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets	0	0	0	11	1	5	10	55
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory	0	0	0	2	0	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	0	1	3	39
Understanding the nature of the long-range memory phenomenon in socioeconomic systems	0	0	0	2	0	2	16	25
Total Working Papers	0	1	19	221	7	87	278	1,173

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	0	3	3	3
Total Chapters	0	0	0	0	0	3	3	3

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Statistics updated 2026-06-04