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ArticleFractionally integrated process for transition economics

Boris Podobnik A2005

Article2005

Fractionally integrated process for transition economics

Boris Podobnik A · Dongfeng Fu · Timotej Jagrič · Ivo Große · Eugene Stanley

91 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

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References

1965The Behavior of Stock-Market Prices 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1981Fractional Differencing 1996Modeling volatility persistence of speculative returns: A new approach 1996Varieties of long memory models 2001Magnitude and Sign Correlations in Heartbeat Fluctuations 2014On the Modeling of Financial Time Series 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES

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2014Multifractal detrended cross-correlation analysis of carbon and crude oil markets 2012An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran 2017How did China’s foreign exchange reform affect the efficiency of foreign exchange market?2008Algorithmic complexity theory and the relative efficiency of financial markets

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Year2005

Typearticle

Published2005-10-19

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations91

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2005.09.051

openalex_workW2012451780

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