-
1
-
-
8344223565
-
Scaling behaviour in the dynamics of an economic index
-
Mantegna R.N., Stanley H.E. Scaling behaviour in the dynamics of an economic index. Nature. 376:1995;46-49.
-
(1995)
Nature
, vol.376
, pp. 46-49
-
-
Mantegna, R.N.1
Stanley, H.E.2
-
2
-
-
0029949064
-
Turbulent cascades in foreign exchange market
-
Ghashghaie S., Breymann W., Peinke J., Talkner P., Dodge Y. Turbulent cascades in foreign exchange market. Nature. 381:1996;767-770.
-
(1996)
Nature
, vol.381
, pp. 767-770
-
-
Ghashghaie, S.1
Breymann, W.2
Peinke, J.3
Talkner, P.4
Dodge, Y.5
-
3
-
-
0001504360
-
The variation of certain speculative prices
-
Mandelbrot B.B. The variation of certain speculative prices. J. Bus. 36:1963;394-419.
-
(1963)
J. Bus.
, vol.36
, pp. 394-419
-
-
Mandelbrot, B.B.1
-
4
-
-
0000346734
-
A subordinated stochastic process model with finite variance for speculative prices
-
Clark P.K. A subordinated stochastic process model with finite variance for speculative prices. Econometrica. 41:1973;135-155.
-
(1973)
Econometrica
, vol.41
, pp. 135-155
-
-
Clark, P.K.1
-
5
-
-
0000051984
-
Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
-
Engle R.F. Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica. 50:1982;987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.F.1
-
6
-
-
42449156579
-
Generalized autoregressive conditional heteroskedasticity
-
Bollerslev T. Generalized autoregressive conditional heteroskedasticity. J. Econometrics. 31:1986;307-327.
-
(1986)
J. Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
9
-
-
21344469762
-
Fractal geometry of financial time series
-
Evertsz C.J.G. Fractal geometry of financial time series. Fractals. 3:1995;609-616.
-
(1995)
Fractals
, vol.3
, pp. 609-616
-
-
Evertsz, C.J.G.1
-
10
-
-
0034248327
-
Scaling in the Norwegian stock market
-
Skjeltorp J.A. Scaling in the Norwegian stock market. Physica A. 283:2000;486-528.
-
(2000)
Physica A
, vol.283
, pp. 486-528
-
-
Skjeltorp, J.A.1
-
11
-
-
0033890693
-
Evidence of multi-affinity in the Japanese stock market
-
Katsuragi H. Evidence of multi-affinity in the Japanese stock market. Physica A. 278:2000;275-281.
-
(2000)
Physica A
, vol.278
, pp. 275-281
-
-
Katsuragi, H.1
-
12
-
-
0037405768
-
Multifractal geometry in stock market time series
-
Turiel A., Pérez-Vicente C.J. Multifractal geometry in stock market time series. Physica A. 322:2003;629-649.
-
(2003)
Physica A
, vol.322
, pp. 629-649
-
-
Turiel, A.1
Pérez-Vicente, C.J.2
-
15
-
-
0029958553
-
Turbulence and financial markets
-
Mantegna R.N., Stanley H.E. Turbulence and financial markets. Nature. 383:1996;587-588.
-
(1996)
Nature
, vol.383
, pp. 587-588
-
-
Mantegna, R.N.1
Stanley, H.E.2
-
16
-
-
0031998088
-
Dynamic numerical models of stock market price: From microscopic determinism to macroscopic randomness
-
Sato A.H., Takayasu H. Dynamic numerical models of stock market price. from microscopic determinism to macroscopic randomness Physica A. 250:1998;231-252.
-
(1998)
Physica A
, vol.250
, pp. 231-252
-
-
Sato, A.H.1
Takayasu, H.2
-
17
-
-
0000953234
-
Apparent multifractality in financial time series
-
Bouchaud J.P., Potters M., Meyer M. Apparent multifractality in financial time series. Eur. Phys. J. B. 13:2000;595-599.
-
(2000)
Eur. Phys. J. B
, vol.13
, pp. 595-599
-
-
Bouchaud, J.P.1
Potters, M.2
Meyer, M.3
-
18
-
-
0035471694
-
Modelling financial time series using multifractal random walks
-
Bacry E., Delour J., Muzy J.F. Modelling financial time series using multifractal random walks. Physica A. 299:2001;84-92.
-
(2001)
Physica A
, vol.299
, pp. 84-92
-
-
Bacry, E.1
Delour, J.2
Muzy, J.F.3
-
19
-
-
0002812609
-
A multifractal walk down Wall Street
-
Mandelbrot B.B. A multifractal walk down Wall Street. Sci. Am. 280:1999;50-53.
-
(1999)
Sci. Am.
, vol.280
, pp. 50-53
-
-
Mandelbrot, B.B.1
-
20
-
-
0036005647
-
Multifractal characteristics in air pollutant concentration time series
-
Lee C.K. Multifractal characteristics in air pollutant concentration time series. Water Air Soil Pollut. 135:2002;389-409.
-
(2002)
Water Air Soil Pollut.
, vol.135
, pp. 389-409
-
-
Lee, C.K.1
-
21
-
-
0037208407
-
Fractal analysis of temporal variation of air pollutant concentration by box counting
-
Lee C.K., Ho D.S., Yu C.C., Wang C.C. Fractal analysis of temporal variation of air pollutant concentration by box counting. Environ. Modelling Software. 18:2003;243-251.
-
(2003)
Environ. Modelling Software
, vol.18
, pp. 243-251
-
-
Lee, C.K.1
Ho, D.S.2
Yu, C.C.3
Wang, C.C.4
-
24
-
-
18344402436
-
Fractal analysis of high-resolution rainfall time series
-
Olsson J., Niemczynowicz J., Berndtsson R. Fractal analysis of high-resolution rainfall time series. J. Geophys. Res. 98:1993;23265-23274.
-
(1993)
J. Geophys. Res.
, vol.98
, pp. 23265-23274
-
-
Olsson, J.1
Niemczynowicz, J.2
Berndtsson, R.3
-
25
-
-
0025247341
-
Space-time structure of rain rate fields
-
Crane R.K. Space-time structure of rain rate fields. J. Geophys. Res. 95:1990;2011-2020.
-
(1990)
J. Geophys. Res.
, vol.95
, pp. 2011-2020
-
-
Crane, R.K.1
-
27
-
-
0347287771
-
Fractality of rainfall: Identification of temporal scaling law
-
Lin S.C., Liu C.L., Lee T.Y. Fractality of rainfall. identification of temporal scaling law Fractals. 7:1999;123-131.
-
(1999)
Fractals
, vol.7
, pp. 123-131
-
-
Lin, S.C.1
Liu, C.L.2
Lee, T.Y.3
-
28
-
-
0027007873
-
An analysis of the rainfall time structure by box counting-some practical implications
-
Olsson J., Niemczynowicz J., Berndtsson R., Larson M. An analysis of the rainfall time structure by box counting-some practical implications. J. Hydrol. 137:1992;261-277.
-
(1992)
J. Hydrol.
, vol.137
, pp. 261-277
-
-
Olsson, J.1
Niemczynowicz, J.2
Berndtsson, R.3
Larson, M.4
-
29
-
-
0038067724
-
Simple multifractal cascade model for the air pollutant concentration time series
-
Lee C.K., Ho D.S., Yu C.C., Wang C.C., Hsiao T.H. Simple multifractal cascade model for the air pollutant concentration time series. Environmetrics. 14:2003;255-269.
-
(2003)
Environmetrics
, vol.14
, pp. 255-269
-
-
Lee, C.K.1
Ho, D.S.2
Yu, C.C.3
Wang, C.C.4
Hsiao, T.H.5
-
30
-
-
3342916075
-
Fractal measures and their singularities: The characterization of strange sets
-
Hasley T.C., Jensen M.H., Kadanoff L.P., Procaccia I., Shraiman B.I. Fractal measures and their singularities. the characterization of strange sets Phys. Rev. A. 33:1986;1141-1152.
-
(1986)
Phys. Rev. A
, vol.33
, pp. 1141-1152
-
-
Hasley, T.C.1
Jensen, M.H.2
Kadanoff, L.P.3
Procaccia, I.4
Shraiman, B.I.5
-
31
-
-
0033384007
-
Multifractal analysis of soil spatial variability
-
Kravchenko A.N., Boast C.W., Bullock D.G. Multifractal analysis of soil spatial variability. Agron. J. 91:1999;1033-1041.
-
(1999)
Agron. J.
, vol.91
, pp. 1033-1041
-
-
Kravchenko, A.N.1
Boast, C.W.2
Bullock, D.G.3
-
32
-
-
0035281418
-
Multifractal analysis of Hang Seng index in Hong Kong stock market
-
Sun X., Chen H., Wu Z., Yuan Y. Multifractal analysis of Hang Seng index in Hong Kong stock market. Physica A. 291:2001;553-562.
-
(2001)
Physica A
, vol.291
, pp. 553-562
-
-
Sun, X.1
Chen, H.2
Wu, Z.3
Yuan, Y.4
-
33
-
-
0030882872
-
Multifractal approach to time clustering of earthquakes. Application to Mt. Vesuvio seismicity
-
Godano C., Alonzo M.L., Vilardo G. Multifractal approach to time clustering of earthquakes. Application to Mt. Vesuvio seismicity. Pure Appl. Geophys. 149:1997;375-390.
-
(1997)
Pure Appl. Geophys.
, vol.149
, pp. 375-390
-
-
Godano, C.1
Alonzo, M.L.2
Vilardo, G.3
-
34
-
-
0030300852
-
Multifractal analysis of daily spatial rainfall distributions
-
Olsson J., Niemczynowicz J. Multifractal analysis of daily spatial rainfall distributions. J. Hydrol. 187:1996;29-43.
-
(1996)
J. Hydrol.
, vol.187
, pp. 29-43
-
-
Olsson, J.1
Niemczynowicz, J.2
-
35
-
-
0034072693
-
Multifractal analysis of Hong Kong air quality data
-
Anh V.V., Lam K.C., Leung Y., Tieng Q.M. Multifractal analysis of Hong Kong air quality data. Environmetrics. 11:2000;139-149.
-
(2000)
Environmetrics
, vol.11
, pp. 139-149
-
-
Anh, V.V.1
Lam, K.C.2
Leung, Y.3
Tieng, Q.M.4
-
36
-
-
36449007283
-
A comparison of intermittency models in turbulence
-
Borgas M.S. A comparison of intermittency models in turbulence. Phys. Fluids A. 4:1992;2055-2061.
-
(1992)
Phys. Fluids A
, vol.4
, pp. 2055-2061
-
-
Borgas, M.S.1
-
37
-
-
0026123844
-
The multifractal nature of turbulent energy dissipation
-
Meneveau C., Sreenivasan K.R. The multifractal nature of turbulent energy dissipation. J. Fluid Mech. 224:1991;429-484.
-
(1991)
J. Fluid Mech.
, vol.224
, pp. 429-484
-
-
Meneveau, C.1
Sreenivasan, K.R.2
|