Coherent and random sequences in financial fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 246, Issue 3-4, 1997, Pages 454-459

  Vandewalle, N ^a,b   Ausloos, M ^a,b  

^a UNIVERSITY OF LIÈGE   (Belgium)

^b ECOPHYNANCE   (Belgium)

Author keywords

Brownian motion; Econophysics; Time series

Indexed keywords

BROWNIAN MOVEMENT; CORRELATION METHODS; ECONOMICS; TIME SERIES ANALYSIS;

DETRENDED FLUCTUATION ANALYSIS (DFA); ECONOPHYSICS; FINANCIAL FLUCTUATIONS;

FINANCIAL DATA PROCESSING;

EID: 0031360305     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00366-X     Document Type: Article

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