Add to ORKGThis paper focuses on the long memory of prices and returns of an asset traded in a _nancial market.We consider a microeconomic model of the market, and we prove theoretical conditions on the parameters of the model that give rise to long memory. In particular, the long memory property is detected in an agents' aggregation framework under some distributional hypotheses on the market's parameters
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on dat...
This paper deals with the theoretical analysis of the long-term memory property of time series gener...
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data...
We show that a class of microeconomic behavioral models with interacting agents, introduced by Kirma...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on dat...
We show that a class of microeconomic behavioral models with interacting agents, derived from Kirman...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on dat...
This paper deals with the theoretical analysis of the long-term memory property of time series gener...
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a _nancial market....
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial market...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
This paper focuses on the long memory of prices and returns of an asset traded in a financial marke...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data...
We show that a class of microeconomic behavioral models with interacting agents, introduced by Kirma...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on dat...
We show that a class of microeconomic behavioral models with interacting agents, derived from Kirman...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data...
A key feature of agent-based modeling is the understanding of the macroscopic behavior based on dat...
This paper deals with the theoretical analysis of the long-term memory property of time series gener...