Long-range memory test by the burst and inter-burst duration distribution
Author:
Publisher
IOP Publishing
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics
Link
https://iopscience.iop.org/article/10.1088/1742-5468/abb4db/pdf
Reference52 articles.
1. Long memory processes and fractional integration in econometrics
2. What good is a volatility model?
3. Price fluctuations, market activity and trading volume
4. A theory of power-law distributions in financial market fluctuations
5. Processes with Long-Range Correlations
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2. Order flow in the financial markets from the perspective of the Fractional Lévy stable motion;Communications in Nonlinear Science and Numerical Simulation;2022-02
3. Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems;Entropy;2021-08-29
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