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Statistical properties of the volatility of price fluctuationsTurbulent phenomena in protein folding.Near scale-free dynamics in neural population activity of waking/sleeping rats revealed by multiscale analysis.The effect of the underlying distribution in Hurst exponent estimationNonstationary increments, scaling distributions, and variable diffusion processes in financial markets.The subtle nature of financial random walks.Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data.Turbulence hierarchy in a random fibre laser.Complex dynamics in learning complicated games.Universality classes of fluctuation dynamics in hierarchical complex systems.Parameter estimation and forecasting for multiplicative log-normal cascades.Time series with tailored nonlinearities.Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series.Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: comparison study with detrended fluctuation analysis and wavelet leaders.Approximated maximum likelihood estimation in multifractal random walks.Multifractal application on electrocardiogram.Exact moment scaling from multiplicative noise.Turbulence in protein folding: Vorticity, scaling and diffusion of probability flows.Asymmetry of price returns-Analysis and perspectives from a non-extensive statistical physics point of view.Two-phase phenomena, minority games, and herding models.Linear and nonlinear market correlations: Characterizing financial crises and portfolio optimization.Intraday LeBaron effects.Compounding approach for univariate time series with nonstationary variances.Multifractal vector fields and stochastic Clifford algebra.Scaling symmetry, renormalization, and time series modeling: the case of financial assets dynamics.Estimator of a non-Gaussian parameter in multiplicative log-normal models.Clustering of ventricular arrhythmic complexes in heart rhythm.Modeling crowd turbulence by many-particle simulations.Universal features in the growth dynamics of religious activities.Tendency to occupy a statistically dominant spatial state of the flow as a driving force for turbulent transition.Turbulent character of wind energy.Nonparametric segmentation of nonstationary time series.Multifractal analysis of light scattering-intensity fluctuations.Reducing financial avalanches by random investments.Arbitrary-order corrections for finite-time drift and diffusion coefficients.Wavelet versus detrended fluctuation analysis of multifractal structures.Dynamical model and nonextensive statistical mechanics of a market index on large time windows.Fractional Langevin model of memory in financial markets.Microscopic analysis of currency and stock exchange markets.Lévy random walks with fluctuating step number and multiscale behavior.
P2860
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P2860
description
article publié dans la revue scientifique Nature
@fr
scientific article published in Nature
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в Nature в червні 1996
@uk
name
Turbulent cascades in foreign exchange markets
@en
Turbulent cascades in foreign exchange markets
@nl
type
label
Turbulent cascades in foreign exchange markets
@en
Turbulent cascades in foreign exchange markets
@nl
prefLabel
Turbulent cascades in foreign exchange markets
@en
Turbulent cascades in foreign exchange markets
@nl
P2093
P356
P1433
P1476
Turbulent cascades in foreign exchange markets
@en
P2093
P. Talkner
S. Ghashghaie
W. Breymann
P2888
P304
P356
10.1038/381767A0
P407
P577
1996-06-01T00:00:00Z
P6179
1021721685