Volatility clustering and scaling for financial time series due to attractor bubbling

Physical Review Letters

Volumn 89, Issue 15, 2002, Pages 158701/1-158701/4

  Krawiecki, A ^a,b   Holyst J A ^a,b   Helbing, D ^b  

^a WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; CORRELATION METHODS; DECISION MAKING; ONE DIMENSIONAL; PROBABILITY DISTRIBUTIONS; THERMODYNAMICS;

ATTRACTOR BUBBLING; ISING SYSTEMS; VOLATILITY CLUSTERING;

TIME SERIES ANALYSIS;

EID: 0037037872     PISSN: 00319007     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevLett.89.158701     Document Type: Article

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