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Gontis's submissions

Gontis's pictureGontis's Profile | Submissions (3) | Comments (2) | Blogs (1)
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

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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

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Consentaneous Agent-Based and Stochastic Model of the Financial Markets

V. Gontis, A. Kononovicius

posted by Gontis's pictureGontis, 27 July 2014

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