... if they resort to their zero strategy. Market economy Returns Game theory Time series analysis Producers Speculators Zero strategy Memory Volatility clustering Fat tails Financial markets are characterized by complex dynamics arising from the interaction of a large number of decision makers...

... behaviour of the macroeconomic and financial time series using the testing procedure proposed by Robinson. Dorina Lazar can be contacted at: dorina.lazar@econ.ubbcluj.ro © Emerald Group Publishing Limited 2012 United States of America Insurance Time series analysis Insurance premiums...

... of the portfolios of these funds and the results obtained thereof. © Emerald Group Publishing Limited 2011 India Capital markets Macroeconomics Stock markets Time series analysis With the advent of information technology, especially the internet‐based applications in the capital markets...

... system development, macroeconomic variables and economic development but the exact nature of the relationship has been inconclusive. Economists hold divergent views on the nature of interrelationships between financial and economic development. Macroeconomics Stock markets Time series analysis...