Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 73, Issue 4, 2006, Pages

  Eisler, Zoltán ^a   Kertész, János ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

MICROSCOPIC DYNAMICS; STANDARD DEVIATION; TEMPORAL CORRELATIONS;

CORRELATION THEORY; DATA REDUCTION; INDUSTRIAL ECONOMICS; LARGE SCALE SYSTEMS; NUMERICAL ANALYSIS; STATISTICAL METHODS;

FINANCIAL DATA PROCESSING;

EID: 33645722025     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.73.046109     Document Type: Article

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