Pages that link to "Item:Q1577078"
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The following pages link to Statistical physics in foreign exchange currency and stock markets (Q1577078):
Displaying 15 items.
- Multifractal Hurst analysis of crude oil prices (Q699143) (← links)
- Speculative markets and the effectiveness of price limits (Q951476) (← links)
- Characteristic time scales in the American dollar-Mexican peso exchange currency market (Q1598988) (← links)
- Technical trading can induce long-run memory in financial markets (Q1847468) (← links)
- Stochastic resonance as a model for financial market crashes and bubbles (Q1852545) (← links)
- Symmetry/anti-symmetry phase transitions in crude oil markets (Q1867947) (← links)
- Strategy for investments from Zipf law(s) (Q1873928) (← links)
- Trading strategies, feedback control and market dynamics (Q1873964) (← links)
- Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior (Q2112212) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- A new measure between sets of probability distributions with applications to erratic financial behavior (Q5020029) (← links)
- Bounding robustness in complex networks under topological changes through majorization techniques (Q6112392) (← links)
