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Volumn 81, Issue 6, 2010, Pages

Recurrence interval analysis of trading volumes

Author keywords

[No Author keywords available]

Indexed keywords

COMOVEMENT; CONDITIONAL PROBABILITY DISTRIBUTIONS; FLUCTUATION FUNCTIONS; GOODNESS-OF-FIT TEST; KOLMOGOROV-SMIRNOV; LONG TERM MEMORY; POWER LAW SCALINGS; PRICE RETURNS; RECURRENCE INTERVALS; STATISTICAL PROPERTIES; TRADING VOLUMES; VON MISES CRITERION;

EID: 77953419858     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.81.066107     Document Type: Article
Times cited : (33)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.