Fixed link

Gontis's submissions

Gontis's pictureGontis's Profile | Submissions (7) | Comments (2) | Blogs (1)
Spurious memory in non-equilibrium stochastic models of imitative behavior

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

linkdownload (146 views, 139 download, 0 comments)

...
The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

linkdownload (119 views, 149 download, 0 comments)

...
Bessel-like birth-death process

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

linkdownload (118 views, 136 download, 0 comments)

...
Long-range memory test by the burst and inter-burst duration distribution

Vygintas Gontis

posted by Gontis's pictureGontis, 04 June 2020

linkdownload (153 views, 87 download, 0 comments)

...
Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

V. Gontis, A. Kononovicius

posted by Gontis's pictureGontis, 06 January 2017

linkdownload (1078 views, 497 download, 1 comments)

...
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

Vygintas Gontis, Shlomo Havlin, Aleksejus Kononovicius, Boris Podobnik and H. Eugene Stanley

posted by Gontis's pictureGontis, 24 July 2015

linkdownload (708 views, 579 download, 0 comments)

...
Consentaneous Agent-Based and Stochastic Model of the Financial Markets

V. Gontis, A. Kononovicius

posted by Gontis's pictureGontis, 27 July 2014

linkdownload (1353 views, 819 download, 1 comments)

...