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Volumn 254, Issue 3-4, 1998, Pages 569-576

From turbulence to financial time series

Author keywords

Autocorrelation; Time series; Turbulence

Indexed keywords

CORRELATION METHODS; DATA REDUCTION; DATA STRUCTURES; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

EID: 0032097537     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00078-8     Document Type: Article
Times cited : (3)

References (18)
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    • Mantegna, R.1    Stanley, H.E.2
  • 3
    • 0029958553 scopus 로고    scopus 로고
    • Turbulence and financial markets
    • R. Mantegna, H.E. Stanley, Turbulence and financial markets, Nature 383 (1996) 587.
    • (1996) Nature , vol.383 , pp. 587
    • Mantegna, R.1    Stanley, H.E.2
  • 4
    • 0031147554 scopus 로고    scopus 로고
    • Stock market dynamics and turbulence: Parallel analysis of fluctuation phenomena
    • R.N. Mantegna, H.E. Stanley, Stock market dynamics and turbulence: parallel analysis of fluctuation phenomena, Physica A 239 (1997) 255.
    • (1997) Physica A , vol.239 , pp. 255
    • Mantegna, R.N.1    Stanley, H.E.2
  • 5
    • 0004277199 scopus 로고    scopus 로고
    • Scaling in stock market data: Stable laws and beyond, in Scale Invariance and Beyond
    • Les Houches, March cond-mat/9705087
    • R. Cont, M. Potters, J.-P. Bouchaud, Scaling in stock market data: stable laws and beyond, in Scale Invariance and Beyond, Proc. CNRS Workshop on Scale Invariance, Les Houches, March 1997, cond-mat/9705087.
    • (1997) Proc. CNRS Workshop on Scale Invariance
    • Cont, R.1    Potters, M.2    Bouchaud, J.-P.3
  • 13
    • 0000346734 scopus 로고
    • A Subordinated stochastic process model with finite variance for speculative prices
    • P. Clark, A Subordinated stochastic process model with finite variance for speculative prices, Econometrica 41 (1) (1973) 135.
    • (1973) Econometrica , vol.41 , Issue.1 , pp. 135
    • Clark, P.1
  • 14
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    • Velocity probability density functions of high Reynolds number turbulence
    • B. Castaing, Y. Gagne, E. Hopfinger, Velocity probability density functions of high Reynolds number turbulence, Physica D 46 (1990) 177.
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    • Castaing, B.1    Gagne, Y.2    Hopfinger, E.3
  • 17
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    • Intermittency and the slow approach to Kolmogorov scaling
    • B. Holdom, Intermittency and the slow approach to Kolmogorov scaling, Phys. Rev. E 55 (1997) 7000.
    • (1997) Phys. Rev. E , vol.55 , pp. 7000
    • Holdom, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.