Empirical scaling laws and the aggregation of non-stationary data (Q1673262): Difference between revisions

@@ Property / DOI @@
-.1016/j.physa.2013.06.049
@@ Property / DOI: 10.1016/j.physa.2013.06.049 / rank @@
-Normal rank
@@ 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.2013.06.049
+Normal rank
@@ Property / OpenAlex ID @@
+W1989468454
@@ Property / OpenAlex ID: W1989468454 / rank @@
+Normal rank
@@ Property / cites work @@
+FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
@@ Property / cites work: FRACTAL GEOMETRY OF FINANCIAL TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
+Normal rank
@@ Property / cites work @@
+Truncated Lévy process with scale-invariant behavior
+Normal rank
@@ Property / cites work @@
+Scaling properties of foreign exchange volatility
@@ Property / cites work: Scaling properties of foreign exchange volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling, self-similarity and multifractality in FX markets
+Normal rank
@@ Property / cites work @@
+Multi-scaling in finance
@@ Property / cites work: Multi-scaling in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5708631
@@ Property / cites work: Q5708631 / rank @@
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Time Changes for Lévy Processes
@@ Property / cites work: Time Changes for Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3549931
@@ Property / cites work: Q3549931 / rank @@
+Normal rank
@@ Property / cites work @@
+Switching processes in financial markets
@@ Property / cites work: Switching processes in financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Discovering stock dynamics through multidimensional volatility phases
+Normal rank
@@ Property / DOI @@
+.1016/J.PHYSA.2013.06.049
@@ Property / DOI: 10.1016/J.PHYSA.2013.06.049 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1673262