Details about Vygintas Gontis

Access statistics for papers by Vygintas Gontis.

Last updated 2025-11-07. Update your information in the RePEc Author Service.

Short-id: pgo1035

Working Papers

2025

1. Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients
   Papers, arXiv.org

2023

2. Discrete $q$-exponential limit order cancellation time distribution
   Papers, arXiv.org

2021

3. Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion
   Papers, arXiv.org View citations (1)
4. Understanding the nature of the long-range memory phenomenon in socioeconomic systems
   Papers, arXiv.org View citations (4)

2020

5. Long-range memory test by the burst and inter-burst duration distribution
   Papers, arXiv.org View citations (2)

2019

6. Approximation of the first passage time distribution for the birth-death processes
   Papers, arXiv.org View citations (4)
7. Bessel-like birth-death process
   Papers, arXiv.org

2018

8. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory
   Papers, arXiv.org View citations (7)

2017

9. Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets
   Papers, arXiv.org View citations (10)
10. Spurious memory in non-equilibrium stochastic models of imitative behavior
    Papers, arXiv.org View citations (10)

2016

11. Interplay between endogenous and exogenous fluctuations in financial markets
    Papers, arXiv.org View citations (5)
12. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
    Papers, arXiv.org View citations (25)

2015

13. Herding interactions as an opportunity to prevent extreme events in financial markets
    Papers, arXiv.org View citations (1)

2014

14. Consentaneous agent-based and stochastic model of the financial markets
    Papers, arXiv.org View citations (28)
15. Control of the socio-economic systems using herding interactions
    Papers, arXiv.org View citations (5)

2013

16. Fluctuation analysis of the three agent groups herding model
    Papers, arXiv.org
17. Three-state herding model of the financial markets
    Papers, arXiv.org View citations (16)

2012

18. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
    Papers, arXiv.org View citations (6)
19. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets
    Papers, arXiv.org View citations (15)

2011

20. Agent based reasoning for the non-linear stochastic models of long-range memory
    Papers, arXiv.org View citations (1)

2010

21. Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
    Papers, arXiv.org
22. Point Processes Modeling of Time Series Exhibiting Power-Law Statistics
    Papers, arXiv.org

2009

23. A long-range memory stochastic model of the return in financial markets
    Papers, arXiv.org

2007

24. Trading activity as driven Poisson process: comparison with empirical data
    Papers, arXiv.org

2006

25. Long-range memory model of trading activity and volatility
    Papers, arXiv.org View citations (10)
26. Modeling long-range memory trading activity by stochastic differential equations
    Papers, arXiv.org

2004

27. Modelling financial markets by the multiplicative sequence of trades
    Papers, arXiv.org View citations (2)
28. Multiplicative point process as a model of trading activity
    Papers, arXiv.org View citations (8)

2002

29. Modelling share volume traded in financial markets
    Papers, arXiv.org View citations (1)
30. Multiplicative Stochastic Model of the Time Interval between Trades in Financial Markets
    Papers, arXiv.org View citations (1)