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Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 16-27

Levels of complexity in financial markets

(3) Bonanno, Giovanni a,b Lillo, Fabrizio a,b Mantegna, Rosario N a,b

a INFM (Italy)

b UNIVERSITY OF PALERMO (Italy)

Author keywords

Correlation based clustering; Econophysics; Stochastic processes

Indexed keywords

COMPUTATIONAL COMPLEXITY; FINANCE; INTERNATIONAL TRADE; MATHEMATICAL MODELS; RANDOM PROCESSES; STATISTICAL METHODS; TIME SERIES ANALYSIS;

FINANCIAL MARKETS;

FINANCIAL DATA PROCESSING;

EID: 0035471687 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00279-5 Document Type: Conference Paper

Times cited : (66)

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