Pages that link to "Item:Q5945408"
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The following pages link to Long-range power-law correlations in stock returns (Q5945408):
Displaying 15 items.
- Mean reversion in the US stock market (Q601386) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Discrete scale-invariance in cross-correlations between time series (Q1783320) (← links)
- Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma (Q1929639) (← links)
- Persistence in complex systems (Q2127430) (← links)
- Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- Nonlinear analysis of return time series model by oriented percolation dynamic system (Q2318889) (← links)
- A dynamical approach to stock market fluctuations (Q2843671) (← links)
- Long-range dependence of time series for MSFT data of the prices of shares and returns (Q3440812) (← links)
- Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System (Q4647440) (← links)
- Lattice-oriented percolation system applied to volatility behavior of stock market (Q5126987) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)