Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2018.09.083
+Normal rank
@@ Property / OpenAlex ID @@
+W2893227230
@@ Property / OpenAlex ID: W2893227230 / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling and universality in economics: empirical results and theoretical interpretation
+Normal rank
@@ Property / cites work @@
+Economic fluctuations and statistical physics: the puzzle of large fluctuations
+Normal rank
@@ Property / cites work @@
+Q4367302
@@ Property / cites work: Q4367302 / rank @@
+Normal rank
@@ Property / cites work @@
+The Volatility of Realized Volatility
@@ Property / cites work: The Volatility of Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-correlations between volume change and price change
+Normal rank
@@ Property / cites work @@
+Long memory behavior of returns after intraday financial jumps
+Normal rank
@@ Property / cites work @@
+Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation
+Normal rank
@@ Property / cites work @@
+Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system
+Normal rank
@@ Property / cites work @@
+Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
+Normal rank
@@ Property / cites work @@
+Lattice-oriented percolation system applied to volatility behavior of stock market
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
+Normal rank
@@ Property / cites work @@
+Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
+Normal rank
@@ Property / cites work @@
+Linking agent-based models and stochastic models of financial markets
+Normal rank
@@ Property / cites work @@
+Q5185817
@@ Property / cites work: Q5185817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4265490
@@ Property / cites work: Q4265490 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Modeling and Simulation of Traffic Flow: Asymmetric Single Exclusion Process with Arrhenius look-ahead dynamics
+Normal rank
@@ Property / cites work @@
+Multifractal detrended fluctuation analysis of nonstationary time series
+Normal rank
@@ Property / Wikidata QID @@
+Q129245006
@@ Property / Wikidata QID: Q129245006 / rank @@
+Normal rank