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Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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  1. Uncovering Hidden Insights with Long-Memory Process Detection: An In-Depth Overview. (2023). Mashhad, Leila Marvian ; Yarmohammadi, Masoud ; Hassani, Hossein.
    In: Risks.
    RePEc:gam:jrisks:v:11:y:2023:i:6:p:113-:d:1173035.

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  2. Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura.
    In: Research in International Business and Finance.
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  3. Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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  4. Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V.
    In: The Quarterly Review of Economics and Finance.
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  5. Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016.

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  6. Fuzzy simulation of European option pricing using sub-fractional Brownian motion. (2021). Li, Zhi ; Bian, Liu.
    In: Chaos, Solitons & Fractals.
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  7. Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra.
    In: Cogent Economics & Finance.
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  8. Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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