Costas E. Vorlow

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

229

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Price Clustering and Discreteness: Is There Chaos Behind the Noise?

University of Durham Economics and Finance Working Paper
Number of pages: 20 Posted: 26 Jul 2004
Costas E. Vorlow and Antonios Antoniou
affiliation not provided to SSRN and Wealth Associates
Downloads 229 (133,584)
Citation 4

Abstract:

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Price discreteness, microstructure, wavelets, noise reduction, complexity, nonlinearity, surrogate data analysis, chaotic dynamics

2.

Nonlinear Short-Term Interest Rate Dynamics

Journal of Macroeconomics, Forthcoming
Posted: 24 Jun 2007
Catherine Kyrtsou and Costas E. Vorlow
University of Macedonia - Department of Economics and affiliation not provided to SSRN

Abstract:

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BEKK GARCH and Mackey-Glass processes, Comovements, Interest Rates, Non-linear Dynamics

3.

Complex Dynamics in Macroeconomics: A Novel Approach

NEW TRENDS IN MACROECONOMICS, C. Diebolt and C. Kyrtsou, eds., Springer-Verlag, Berlin, September 2005
Posted: 23 Jun 2007
Catherine Kyrtsou and Costas E. Vorlow
University of Macedonia - Department of Economics and affiliation not provided to SSRN

Abstract:

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Recurrence Plots, Recurrence Quantification Analysis, Chaos,

4.

Recurrence Quantification Analysis of Wavelet Pre-Filtered Index Returns

University of Durham Economics and Finance Working Paper
Posted: 28 Jul 2003
Antonios Antoniou and Costas E. Vorlow
Wealth Associates and affiliation not provided to SSRN

Abstract:

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Recurrence plots, Recurrence Quantification Analysis, Wavelets, Financial time-series analysis, Chaos