Aging in financial market

Chaos, Solitons and Fractals

Volumn 34, Issue 1, 2007, Pages 41-50

  Bianco, Simone ^a   Grigolini, Paolo ^a,b,c  

^a UNIVERSITY OF NORTH TEXAS   (United States)

^b CNR   (Italy)

^c UNIVERSITY OF PISA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MARKETING; PROBABILITY; RANDOM PROCESSES; TIME SERIES ANALYSIS;

RANDOM WALK; RENEWAL ASPECTS; STOCK MARKETS;

FINANCE;

EID: 34047154556     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2007.01.048     Document Type: Article

References (27)

1. Scalas E. Physica A 362 (2006) 225-239
2. Montroll E.W., and Weiss G.H. J Math Phys 6 (1965) 167
3. Kenkre V.M., Montroll E.W., and Shlesinger M.F. J Stat Phys 9 (1973) 45
4. Balescu R. Chaos, Solitons & Fractals, this issue doi:10.1016/j.chaos.2007.01.050.
5. Cakir R, Krockin A, Grigolini P., this issue doi:10.1016/j.chaos.2007.01.046.
6. Scalas E., Gorenflo R., and Mainardi F. Physica A 284 (2000) 376
7. Mainardi F., Raberto M., Gorenflo R., and Scalas E. Physica A 287 (2000) 468-481
8. Raberto M., Scalas E., and Mainardi F. Physica A 314 (2002) 749
9. Kirane M., Laskri Y., and Tatar N.-e. J Math Anal Appl 312 (2005) 488
10. Kaizoji T., and Kaizoji M. Physica A 336 (2005) 563
11. Palatella L., Perelló J., Montero M., and Masoliver J. Physica A 355 (2005) 131
12. Yoon S.-M., Choi J.S., Kim Y., and Kim K. Physica A 359 (2006) 131
13. Grigolini P. Adv Chem Phys [in press].
14. Barkai E., and Cheng Y.-C. J Chem Phys 118 (2003) 6167
15. Brokmann X., Hermier J.-P., Messin G., Desbiolles P., Bouchaud J.-P., and Dahan M. Phys Rev Lett 90 (2003) 120601
16. Bianco S., Grigolini P., and Paradisi P. J Chem Phys 123 (2005) 174704
17. Allegrini P., Grigolini P., Hamilton P., Palatella L., and Raffaelli G. Phys Rev E 65 (2002) 041926
18. Mega M.S., Allegrini P., Grigolini P., Latora V., and Palatella L. Phys Rev 90 (2003) 188501
19. Allegrini P, Barbi F, Grigolini P. Phys Rev E [submitted].
20. Mainardi F., and Gorenflo R. J Comput Appl Math 118 (2000) 283
21. Allegrini P., Aquino G., Grigolini P., Palatella L., Rosa A., and West B.J. Phys Rev E 71 (2005) 066109
22. Bianco S., and Renò R. J Futures Market 26 1 (2006) 61-84
23. Bianco S, Renò R. [in preparation].
24. Zumofen G., and Klafter J. Phys Rev E 47 (1993) 851-863
25. Barucci E., and Renò R. Econ Lett 74 (2002) 371-378
26. Barndorff-Nielsen O.E., and Shephard N. J Roy Stat Soc Ser B 64 (2002) 253-280
27. Roll R. J Finance 39 4 (1984) 1127-1139