Dynamics of avalanche activities in financial markets

International Journal of Modern Physics C

Volumn 18, Issue 1, 2007, Pages 119-127

  Kim, Cheol Hyun ^a   Park, C H ^a   Kim, Soo Yong ^a   Kim, Kyungsik ^b   Scalas, Enrico ^c  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Pukyong National University   (South Korea)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Detrended fluctuation analysis; Multiscale sample entropy; Volatility clustering; Wavelet correlation coefficient analysis

Indexed keywords

EID: 33847700123     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129183107010322     Document Type: Article

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