DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS

DOI10.1142/S0129183107010322zbMath1110.91307OpenAlexW2081228781MaRDI QIDQ3434336

Soo Yong Kim, Chung Hyun Park, Kyungsik Kim, Enrico Scalas, Cheol-Hyun Kim

Publication date: 25 April 2007

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0129183107010322

zbMATH Keywords

detrended fluctuation analysisvolatility clusteringmultiscale sample entropywavelet correlation coefficient analysis

Mathematics Subject Classification ID

Equilibrium statistical mechanics (82B99)

Cites Work

• Unnamed Item
• Singularity spectrum of fractal signals from wavelet analysis: Exact results
• Singularity detection and processing with wavelets
• Irregularity, volatility, risk, and financial market time series

This page was built for publication: DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS