Self similarity long term memory time series equity?
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Self-similarity and long-term memory in time series have been studied in various contexts. Guegan and Lu analyze the self-similar properties of discrete-time long memory processes, including GARMA and GIGARCH processes, heteroscedastic models, and processes with switches and jumps . McSharry and Malamud compare and quantify scaling and long-range persistence in time series using different techniques, including power-spectral analysis and detrended fluctuation analysis . Janus et al. develop a new simultaneous time series model for volatility and dependence in financial return series with long memory dynamics . Zou et al. study self-similarity of memory accesses in high-performance computer systems and find evidence of self-similar behavior . While these papers provide insights into self-similarity and long-term memory in different domains, none specifically focus on equity time series.
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| Papers (5) | Insight |
|---|---|
| The provided paper does not discuss self-similarity in long-term memory time series equity. The paper focuses on self-similarity in memory access behaviors in high-performance computer systems. | |
| The paper discusses a new model for volatility and dependence in financial time series with long memory dynamics and heavy-tailed densities. It does not specifically mention "self similarity" or "long term memory" in relation to equity time series. | |
01 Jan 2005 | The provided paper does not mention anything about equity or the specific question of self-similarity and long-term memory in equity time series. The paper focuses on quantifying self-similarity in cardiac inter-beat interval time series using various techniques. |
Open access•Posted Content | The paper discusses an algorithm based on Renormalization Group (RG) to analyze time series forecasting, but it does not specifically mention self-similarity, long-term memory, or equity. |
Open access•Posted Content | The paper does not specifically mention self-similarity in long-term memory time series for equity. The paper focuses on studying self-similar properties of discrete-time long memory processes and applies the results to specific processes such as GARMA processes and GIGARCH processes. |
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