Pages that link to "Item:Q1725026"

The following pages link to Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026):

Displaying 7 items.

• Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
• A nonextensive approach to the dynamics of financial observables (Q978850) (← links)
• Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
• Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
• Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706) (← links)
• Statistical mechanics of nonlinear nonequilibrium financial markets (Q3675849) (← links)
• Variable length Markov chain with exogenous covariates (Q5063328) (← links)