Details about Costas Vorlow

Access statistics for papers by Costas Vorlow.

Last updated 2013-07-17. Update your information in the RePEc Author Service.

Short-id: pvo9

Working Papers

2008

1. Modelling non-linear comovements between time series
   Department of Economics Working Papers, Durham University, Department of Economics View citations (1)
   See also Journal Article Modelling non-linear comovements between time series, Journal of Macroeconomics, Elsevier (2009) View citations (14) (2009)

2005

2. Accounting for outliers and calendar effects in surrogate simulations of stock return sequences
   Papers, arXiv.org View citations (1)

2004

3. Price Clustering and Discreteness: Is there Chaos behind the Noise?
   Papers, arXiv.org View citations (9)
4. Stock Price Clustering and Discreteness: The "Compass Rose" and Predictability
   Papers, arXiv.org View citations (3)
5. Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series
   Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2009

1. Modelling non-linear comovements between time series
   Journal of Macroeconomics, 2009, 31, (1), 200-211 View citations (14)
   See also Working Paper Modelling non-linear comovements between time series, Department of Economics Working Papers (2008) View citations (1) (2008)

2006

2. M. Benoit and R.L. Hudson, The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin and Reward, Basic Books, New York (2004) (xxiv + 328 pp., $27.50, ISBN 0-465-04355-0)
   Journal of Economic Behavior & Organization, 2006, 61, (3), 513-515