We revisit the issue of market efficiency of Bitcoin, which is an important part of the new
financial technology (FinTech), by analyzing the Bitcoin returns using two recently …

Motivated by contemporary and rich applications of anomalous diffusion processes we
propose a new statistical test for fractional Brownian motion, which is one of the most …

We propose a new stochastic long-memory model with a time-varying fractional integration
parameter, evolving non-linearly according to a Logistic Smooth Transition Autoregressive …

It is known that the convergence of standardized time series (STS) to Brownian bridge yields
standard deviation estimators of the sample mean of correlated Monte Carlo tallies. In this …

Over the last few decades, we have seen a steady shift away from Defined Benefit (DB)
pension plans to Defined Contribution (DC) pension plans in the United States. Even though …

In this paper, we consider a dynamic asset pricing model in an approximate fractional
economy to address empirical regularities related to both investor protection and past …

In this paper, we consider a dynamic asset pricing model in an approximate fractional
economy to address empirical regularities related to both investor protection and past …

The paper deals with statistical analysis of engineering data set. The purpose of analysis is
to stipulate suitability of formulas that compete for being involved in prepared EuroCode that …