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Microeconomic modeling of financial time series with long term memory
Roy Cerqueti
Research output
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Contribution to conference
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Paper
4
Citations (Scopus)
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Keyphrases
Future Media
100%
Personal Use
100%
Collective Work
100%
Resale
100%
Microeconomic Modelling
100%
Financial Time Series
100%
Calibration Method
100%
Long-term Memory
100%
Numerical Calibration
100%
Microeconomic Model
100%
Long Memory
100%
Explicit Relationship
100%
Long-memory Properties
100%
Exchange Rate
100%
Economics, Econometrics and Finance
Time Series
100%
Microeconomics
100%
Microeconomic Modeling
100%
Exchange Rate
100%
Engineering
Model Parameter
100%
Term Memory
100%
Calibration Procedure
100%
Computer Science
Financial Time
100%
Neuroscience
Long-Term Memory
100%
Mathematics
Memory Property
100%