about
Statistical properties of the volatility of price fluctuationsEstablishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processesEffect of trends on detrended fluctuation analysisRandom matrix approach to cross correlations in financial dataForeign exchange market data analysis reveals statistical features that predict price movement acceleration.Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysisEffect of significant data loss on identifying electric signals that precede rupture estimated by detrended fluctuation analysis in natural time.Long-Range Correlations of Global Sea Surface Temperature.The subtle nature of financial random walks.Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.Asymmetry of price returns-Analysis and perspectives from a non-extensive statistical physics point of view.Active colloids with collective mobility status and research opportunities.Intraday LeBaron effects.Detrended fluctuation analysis as a regression framework: estimating dependence at different scales.Financial factor influence on scaling and memory of trading volume in stock market.Distribution of natural trends in long-term correlated records: a scaling approach.Statistical analysis of the overnight and daytime return.Relation between volatility correlations in financial markets and Omori processes occurring on all scales.Scaling and memory of intraday volatility return intervals in stock markets.Microscopic analysis of currency and stock exchange markets.Effect of nonstationarities on detrended fluctuation analysis.Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath lawsQuantitative law describing market dynamics before and after interest-rate changeHigh-frequency trading model for a complex trading hierarchyComparison between response dynamics in transition economies and developed economiesStatistical properties of detrended fluctuation analysisAn Application of the Coherent Noise Model for the Prediction of Aftershock Magnitude Time SeriesStochastic modeling of daily temperature fluctuationsScaling and criticality in a stochastic multi-agent model of a financial market
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P2860
description
im November 1997 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована в листопаді 1997
@uk
name
Correlations in economic time series
@en
Correlations in economic time series
@nl
type
label
Correlations in economic time series
@en
Correlations in economic time series
@nl
prefLabel
Correlations in economic time series
@en
Correlations in economic time series
@nl
P2093
P1433
P1476
Correlations in economic time series
@en
P2093
Martin Meyer
Pierre Cizeau
Yanhui Liu
P304
P356
10.1016/S0378-4371(97)00368-3
P577
1997-11-01T00:00:00Z
P818
cond-mat/9706021