Time-space scaling of financial time series

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Empirical science of financial fluctuations
1. Verfasser: Kumagai, Yoshiaki (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2002
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Transaction interval analysis of high resolution foreign exchange data 2002 Takayasu, Misako
Dynamics of correlations in the stock market 2002
A simple model of volatility fluctuations in asset markets 2002 Aoki, Masanao
Self-similarity of price fluctuations and market dynamics 2002 Fujiwara, Yoshi
Trading system applied to large mutual fund company 2002 Minkov, Dorian
Empirical identification of competitive strategies : Russian bank system 2002 Popkov, Valerian V.
Pareto's law for income of individuals 2002 Aoyama, Hideaki
Random matrix theory and cross-correlations of stock prices 2002
High frequency data analysis in an emerging and a developed market 2002 Palágyi, Zoltán
Measuring long-range dependence in electricity prices 2002 Weron, Rafał
Statistical property of price fluctuations in a multi-agent model and the currency exchange market 2002 Tanaka-Yamawaki, Mieko
A speculative financial market model 2002 Ponzi, Adam
Why is it fat-tailed? 2002 Kubota, Kocho
Time-space scaling of financial time series 2002 Kumagai, Yoshiaki
Predictability of market prices 2002
Analysis of stock markets, currency exchanges and tax revenues 2002 Fanchiotti, H.
The law of consumer demand in Japan : a macroscopic microeconomic view 2002 Aruka, Yūji
Price fluctuations and market activity 2002
Crashes : symptoms, diagnoses and remedies 2002 Ausloos, Marcel
A mechanism of international transmission of financial crises 2002 Kaizoji, Taisei
Alle Artikel auflisten