Low-order variability diagrams for short-range correlation evidence in financial data: BGL-USD exchange rate, Dow Jones industrial average, gold ounce price

Physica A: Statistical Mechanics and its Applications

Volumn 265, Issue 1-2, 1999, Pages 279-291

  Ivanova, K ^a,c,d   Ausloos, M ^b  

^a INSTITUTE OF ELECTRONICS   (Bulgaria)

^b UNIVERSITY OF LIÈGE   (Belgium)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^d PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

BGL USD exchange rate; Dow Jones industrial average; Gold ounce price; Low order variability diagrams; Short range correlations and decorrelations

Indexed keywords

CORRELATION METHODS; FINANCE;

DOW-JONES INDUSTRIAL AVERAGE; GOLD OUNCE PRICE; LOW-ORDER VARIABILITY DIAGRAMS;

STATISTICAL MECHANICS;

EID: 0033098343     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00562-7     Document Type: Article

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