Ensemble properties of securities traded in the NASDAQ market
Year of publication: |
2001
|
---|---|
Authors: | Lillo, Fabrizio ; Mantegna, Rosario N. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 299.2001, 1, p. 161-167
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial markets | Long-range correlated variables |
-
A multilayer model of order book dynamics
Biondo, Alessio Emanuele, (2016)
-
Complexity in economic and social systems
Drożdż, Stanisław, (2021)
-
Power mapping with dynamical adjustment for improved portfolio optimization
Schafer, Rudi, (2010)
- More ...
-
Do firms share the same functional form of their growth rate distribution? A new statistical test
Jos\`e T. Lunardi, (2011)
-
Identification of clusters of investors from their real trading activity in a financial market
Tumminello, Michele, (2011)
-
Do firms share the same functional form of their growth rate distribution? A statistical test
Lunardi, José T., (2014)
- More ...