J. Speth
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Many-body Green functions in nuclear physics Quarks, Nuclei and Stars | 2017-11-22 | Paper |
| Alternation of different fluctuation regimes in the stock market dynamics Physica A | 2003-11-23 | Paper |
| Log-periodic self-similarity: an emerging financial law? Physica A | 2003-05-21 | Paper |
| Financial multifractality and its subtleties: An example of DAX Physica A | 2002-11-26 | Paper |
| Decomposing the stock market intraday dynamics Physica A | 2002-06-04 | Paper |
| Quantifying the dynamics of financial correlations Physica A | 2001-10-23 | Paper |
| Towards identifying the world stock market cross-correlations: DAX versus Dow Jones Physica A | 2001-06-21 | Paper |
Research outcomes over time
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