Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph empirical analysis with high-frequency financial data based on a Poisson mixture model
type: Item
instance of: scholarly article
title: Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph empirical analysis with high-frequency financial data based on a Poisson mixture model
zbMATH Open document ID: 1202.91269
author: Sumit K. Garg
published in: The European Physical Journal B. Condensed Matter and Complex Systems
publication date: 2011-01-04T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 5832024
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1140/epjb/e2010-00252-9
OpenAlex ID: W1505652911
cites work: Similarity, Clustering, and Scaling Analyses for the Foreign Exchange Market
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Wikidata QID: Q57710147
DOI: 10.1140/EPJB/E2010-00252-9
description: scientific article; zbMATH DE number 5832024