Access Statistics for Costas Vorlow

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for outliers and calendar effects in surrogate simulations of stock return sequences 0 0 0 5 0 0 0 42
Modelling non-linear comovements between time series 0 0 0 0 0 0 0 84
Price Clustering and Discreteness: Is there Chaos behind the Noise? 0 0 0 19 0 0 0 74
Stock Price Clustering and Discreteness: The "Compass Rose" and Predictability 0 0 0 19 0 1 1 72
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 0 0 0 357 0 2 6 1,453
Total Working Papers 0 0 0 400 0 3 7 1,725


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
M. Benoit and R.L. Hudson, The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Reward, Basic Books, New York (2004) (xxiv + 328 pp., $27.50, ISBN 0-465-04355-0) 0 0 0 174 0 0 0 386
Modelling non-linear comovements between time series 0 0 0 89 0 0 0 213
Total Journal Articles 0 0 0 263 0 0 0 599


Statistics updated 2024-09-04