THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS

Herding model and 1/f noise

(2011) J. Ruseckas et al.   EPL

Agent based reasoning for the non-linear stochastic models of long-range memory

(2011) A. Kononovicius et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Interplay between positive feedbacks in the generalized CEV process

(2010) St. Reimann et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

1/fnoise from nonlinear stochastic differential equations

(2010) J. Ruseckas et al.   PHYSICAL REVIEW E

A long-range memory stochastic model of the return in financial markets

(2009) V. Gontis et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Trading activity as driven Poisson process: Comparison with empirical data

(2008) V. Gontis et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS