Scaling and memory of intraday volatility return intervals in stock markets.
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Cross-correlations between volume change and price change.Markers of criticality in phase synchronization.Copulas and time series with long-ranged dependencies.Scaling of seismic memory with earthquake size.Universal behavior of the interoccurrence times between losses in financial markets: independence of the time resolution.Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems.Emotional persistence in online chatting communities.Modeling asset price processes based on mean-field framework.Financial factor influence on scaling and memory of trading volume in stock market.Recurrence interval analysis of trading volumes.Invariance in the recurrence of large returns and the validation of models of price dynamics.Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence.Statistical analysis of the overnight and daytime return.Return interval distribution of extreme events and long-term memory.Relation between volatility correlations in financial markets and Omori processes occurring on all scales.Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath lawsQuantitative law describing market dynamics before and after interest-rate changeEarly warning of large volatilities based on recurrence interval analysis in Chinese stock marketsEmpirical properties of inter-cancellation durations in the Chinese stock marketNonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System
P2860
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P2860
Scaling and memory of intraday volatility return intervals in stock markets.
description
2006 nî lūn-bûn
@nan
2006年の論文
@ja
2006年学术文章
@wuu
2006年学术文章
@zh
2006年学术文章
@zh-cn
2006年学术文章
@zh-hans
2006年学术文章
@zh-my
2006年学术文章
@zh-sg
2006年學術文章
@yue
2006年學術文章
@zh-hant
name
Scaling and memory of intraday volatility return intervals in stock markets.
@en
Scaling and memory of intraday volatility return intervals in stock markets.
@nl
type
label
Scaling and memory of intraday volatility return intervals in stock markets.
@en
Scaling and memory of intraday volatility return intervals in stock markets.
@nl
prefLabel
Scaling and memory of intraday volatility return intervals in stock markets.
@en
Scaling and memory of intraday volatility return intervals in stock markets.
@nl
P2860
P1433
P1476
Scaling and memory of intraday volatility return intervals in stock markets.
@en
P2093
Fengzhong Wang
Kazuko Yamasaki
P2860
P304
P356
10.1103/PHYSREVE.73.026117
P407
P433
P577
2006-02-16T00:00:00Z
P5875
P698
P818
physics/0511101