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	0	3	68
Agent based reasoning for the non-linear stochastic models of long-range memory	0	0	1	6	0	0	8	42
Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance	0	0	0	13	0	0	5	71
Approximation of the first passage time distribution for the birth-death processes	0	0	0	3	0	2	8	35
Bessel-like birth-death process	0	0	0	4	0	0	16	47
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets	0	0	0	4	0	1	8	33
Consentaneous agent-based and stochastic model of the financial markets	0	0	0	11	0	0	9	39
Control of the socio-economic systems using herding interactions	0	0	0	3	0	0	4	37
Discrete $q$-exponential limit order cancellation time distribution	0	0	0	4	0	1	13	21
Fluctuation analysis of the three agent groups herding model	0	0	0	1	0	0	4	20
Herding interactions as an opportunity to prevent extreme events in financial markets	0	0	0	13	0	0	5	33
Interplay between endogenous and exogenous fluctuations in financial markets	0	0	0	9	0	0	15	31
Long-range memory model of trading activity and volatility	0	0	0	7	1	1	7	37
Long-range memory test by the burst and inter-burst duration distribution	0	0	0	0	0	0	5	12
Modeling long-range memory trading activity by stochastic differential equations	0	0	0	16	0	0	7	70
Modelling financial markets by the multiplicative sequence of trades	0	0	0	11	0	0	7	47
Modelling share volume traded in financial markets	0	0	0	4	0	0	5	44
Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets	0	0	0	7	0	0	5	43
Multiplicative point process as a model of trading activity	0	0	0	1	0	2	12	38
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges	0	0	0	7	0	0	6	34
Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion	0	0	0	3	0	0	16	30
Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients	0	0	18	18	0	0	25	25
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics	0	0	0	26	0	0	10	65
Spurious memory in non-equilibrium stochastic models of imitative behavior	0	0	0	2	0	1	4	30
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals	0	0	0	4	0	1	11	35
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets	0	0	0	11	0	2	11	56
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory	0	0	0	2	0	0	15	29
Three-state herding model of the financial markets	0	0	0	2	0	1	12	42
Trading activity as driven Poisson process: comparison with empirical data	0	0	0	4	0	0	3	39
Understanding the nature of the long-range memory phenomenon in socioeconomic systems	0	0	0	2	0	0	16	25
Total Working Papers	0	0	19	221	1	12	275	1,178

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

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07