scientific article; zbMATH DE number 2095956

zbMATH Open1045.91028arXivcond-mat/0007385MaRDI QIDQ4810072FDOQ4810072

Authors: Giulia Iori 

Publication date: 31 August 2004

Full work available at URL: https://arxiv.org/abs/cond-mat/0007385

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (16)

• Scaling and multiscaling in financial series: a simple model
• Multiscale behaviour of volatility autocorrelations in a financial market
• Scaling behavior in land markets
• Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
• Anomalous volatility scaling in high frequency financial data
• Study on the self-organized financial model based on scale-free networks
• Fractal market hypothesis and two power-laws
• Multi-scaling in the Cont-Bouchaud microscopic stock market model
• Multi-scaling in finance
• Waiting-times and returns in high-frequency financial data: An empirical study
• Financial power laws: empirical evidence, models, and mechanisms
• Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market
• Multiscale behavior of a simple model for stock markets
• Scale invariance and criticality in financial markets
• Title not available (Why is that?)
• Scaling, self-similarity and multifractality in FX markets

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