Taking the pulse of the economy

Quantitative Finance

Volumn 3, Issue 4, 2003, Pages

  Struzik, Zbigniew ^a  

^a CWI   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347526244     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/4/605     Document Type: Review

References (6)

1. Fisher A, Calvet L and Mandelbrot B B 1997 Multifractality of the Deutschmark/US dollar exchange rate Cowles Foundation Discussion Paper
2. Ivanov P Ch, Rosenblum M G, Nunes Amaral L A, Struzik ZR, Havlin S, Goldberger A L and Stanley H E 1999 Multifractality in human heartbeat dynamics Nature 399 461-5
3. Sornette D, Malevergne Y and Muzy J F 2002 Volatility fingerprints of large shocks: endogeneous versus exogeneous Preprint cond-mat/0204626
4. Struzik Z R 2001 Revealing local variablity properties of human heart-beat intervals with the local effective Hölder exponent Fractals 9 77-93
5. Vandewalle N and Ausloos M 1997 Coherent and random sequences in financial fluctuations Physica A 246 454-9
6. Struzik ZR, van Wijngaarden W J and Castelo R 2002 Reasoning from nonstationary Physica A 314 245-54