Statistical physics in foreign exchange currency and stock markets
type: Item
instance of: scholarly article
title: Statistical physics in foreign exchange currency and stock markets
zbMATH Open document ID: 1059.91504
DOI: 10.1016/S0378-4371(00)00271-5
published in: Physica A
publication date: 2000-08-29T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 82C99
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1498080
zbMATH Keywords: power-law correlations
zbMATH Keywords: economic systems
zbMATH Keywords: financial cycles
zbMATH Keywords: economic policy
zbMATH Keywords: detrended fluctuation analysis
zbMATH Keywords: short horizon predictability
zbMATH Keywords: Zipf method
zbMATH Keywords: short-range correlations
zbMATH Keywords: fluctuations sign
zbMATH Keywords: fluctuations amplitude
zbMATH Keywords: financial analysis
zbMATH Keywords: moving average
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: financial index oscillations
author: Marcel R. Ausloos
MaRDI profile type: Publication
cites work: Introduction to Econophysics
cites work: DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
cites work: Detecting noise in a time series
cites work: Q3714302
cites work: Q4368754
cites work: Q4856154
cites work: Q4001941
full work available at URL: s0378-4371(00)00271-5
OpenAlex ID: W2094202162
description: scientific article; zbMATH DE number 1498080