Levels of complexity in financial markets

DOI10.1016/S0378-4371(01)00279-5zbMath0974.91044arXivcond-mat/0104369OpenAlexW2047362676MaRDI QIDQ5947862

Fabrizio Lillo, Giovanni Bonanno, Rosario Nunzio Mantegna

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0104369

zbMATH Keywords

statistical propertiesfinancial time series

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (6)

DYNAMICS AND STRUCTURE OF THE MAIN ITALIAN COMPANIES ⋮ Possible origin of the non-linear long-term autocorrelations within the Gaussian regime ⋮ A (ECONOPHYSICS) NOTE ON VOLATILITY IN EXCHANGE RATE TIME SERIES ⋮ Trend and fractality assessment of Mexico's stock exchange ⋮ AN ATTEMPT TO OBSERVE ECONOMY GLOBALIZATION: THE CROSS CORRELATION DISTANCE EVOLUTION OF THE TOP 19 GDP'S ⋮ The geometry of crashes. A measure of the dynamics of stock market crises

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