Scaling in the market of futures
Year of publication: |
1998
|
---|---|
Authors: | Scalas, Enrico |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 253.1998, 1, p. 394-402
|
Publisher: |
Elsevier |
Subject: | Random walks | Complex systems | Financial markets |
-
Asset–asset interactions and clustering in financial markets
Cuniberti, Gianaurelio, (2001)
-
Correlations in Emerging Market Bonds; The Role of Local and Global Factors
Hamann, A. Javier, (2010)
-
Network analysis of the Shanghai stock exchange based on partial mutual information
You, Tao, (2015)
- More ...
-
The art of fitting financial time series with Levy stable distributions
Scalas, Enrico, (2006)
-
Wealth distribution and the Lorenz curve: a finitary approach
Scalas, Enrico, (2015)
-
A class of CTRWs: Compound fractional Poisson processes
Scalas, Enrico, (2011)
- More ...