Scaling properties of long-range correlated noisy signals: Application to financial markets

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5114, Issue , 2003, Pages 406-414

  Carbone, Anna ^a   Castelli, Giuliano ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

Complex systems; Systems obeying scaling laws; Time series analysis

Indexed keywords

ALGORITHMS; FINANCE; FRACTALS; RANDOM PROCESSES; VELOCITY;

DETRENDED FLUCTUATION ANALYSIS; DETRENDING MOVING AVERAGE ANALYSIS; LONG-RANGE CORRELATED NOISY SIGNALS; RESCALED RANGE ANALYSIS;

TIME SERIES ANALYSIS;

EID: 0041322668     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.497039     Document Type: Conference Paper

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