n-Zipf analysis of financial data series and biased data series

Physica A: Statistical Mechanics and its Applications

Volumn 268, Issue 1, 1999, Pages 240-249

  Vandewalle, N ^a   Ausloos, M ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; FINANCIAL DATA PROCESSING; MATHEMATICAL TRANSFORMATIONS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

ECONOPHYSICS; SCALING LAWS; ZIPF ANALYSIS;

STATISTICAL MECHANICS;

EID: 0032669840     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00031-X     Document Type: Article

References (11)

1. G.K. Zipf, Human Behavior and the Principle of Least Effort, Addison-Wesley, Cambridge, MA, 1949.
2. Mantegna R.N., Buldyrev S.V., Goldberger A.L., Havlin S., Peng C.-K., Simmons M., Stanley H.E. Phys. Rev. Lett. 73:1994;3169.
3. Czirok A., Mantegna R.N., Havlin S., Stanley H.E. Phys. Rev. E. 52:1995;446.
4. A. Rassili, Private communication.
5. Troll G., Graben P.B. Phys. Rev. E. 57:1998;1347.
6. J. Feder, Fractals, Plenum Press, New York, 1988.
7. Havlin S. Physica A. 216:1995;148.
8. Ebeling W., Neiman A. Physica A. 215:1995;233.
9. N. Vandewalle, M. Ausloos, in: M.M. Novak (Ed.), Fractals and Beyond, World Scientific, Singapore, 1998, p. 355.
10. N. Vandewalle, M. Ausloos, Proc. Econophys. Workshop, Budapest, Hungary, 1997.
11. Marsili M., Zhang Y.C. Phys. Rev. Lett. 80:1998;2741.