Pages that link to "Item:Q1873923"
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The following pages link to Understanding the cubic and half-cubic laws of financial fluctuations (Q1873923):
Displaying 38 items.
- Zipf's law, hierarchical structure, and cards-shuffling model for urban development (Q444264) (← links)
- The effects of decision-making processes and population turnover on the formation of social networks (Q474735) (← links)
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Fractional-moment capital asset pricing model (Q603474) (← links)
- Self-similarity and power-like tails in nonconservative kinetic models (Q857612) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
- Mesoscopic modelling of financial markets (Q1012703) (← links)
- Fokker-Planck equation of distributions of financial returns and power laws (Q1591816) (← links)
- Dual random utility maximisation (Q1622354) (← links)
- Efficient algorithms for heavy-tail analysis under interval uncertainty (Q1761865) (← links)
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- Understanding the cubic and half-cubic laws of financial fluctuations (Q1873923) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- Econonatology: the physics of the economy in labour (Q1873987) (← links)
- Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series (Q2164561) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- Three classes of fractional oscillators (Q2415043) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Validating and calibrating agent-based models: a case study (Q2461667) (← links)
- Derive power law distribution with maximum Deng entropy (Q2680012) (← links)
- MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (Q3098238) (← links)
- Detecting intraday financial market states using temporal clustering (Q4554234) (← links)
- From Mean and Median Income to the Most Adequate Way of Taking Inequality into Account (Q4558824) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- What really causes large price changes? (Q4610246) (← links)
- How trading activity scales with company size in the FTSE 100 (Q4610251) (← links)
- Performance-weighted ensembles of random forests for predicting price impact (Q4619486) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- On the origin of power-law fluctuations in stock prices (Q4647592) (← links)
- Mixtures of Tempered Stable Subordinators (Q4999112) (← links)
- Power-law Lévy processes, power-law vector random fields, and some extensions (Q5060372) (← links)
- OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) (← links)
- A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Extreme value inference for heterogeneous power law data (Q6177326) (← links)
