detail for a regular solution and show that four existing models can be recovered as special cases. We also use it to develop …

The correlation between intrinsic noise and extrinsic noise in a stochastic system is reviewed in this paper. And the … contribution of the correlation between intrinsic noise and extrinsic noise to the power spectrum is quantified by simulation …

In this study we examine the time-dependent nature of volatility and cross-correlation of Australian equity returns … data. Volatility and correlation estimates are calculated using methods that allow for non-stationary behaviour. By … averaging the estimates across the entire data set we show that the correlation in ASX stock returns displays evidence of …

analysis clearly shows the existence of trend-following movements at time scale of 8-ticks, about 1min. …

more fat-tailed distribution compared to real data, and a long-range correlation of absolute returns that underlie the … a sorting method to incorporate the nonlinear correlation structure of a real financial time series into the generated …

Financial markets worldwide do not have the same working hours. As a consequence, the study of correlation or causality … computations of correlation matrices. The answer this article proposes is that we should consider both, by representing original … correlation structure, the eigenvalues and eigenvectors of their correlations under different time periods and volatility, as well …

wavelet spectra, we also calculate the wavelet correlation coefficient and show that strong correlation or strong anti-correlation …

We investigate the fluctuation of the energy in the framework of Tsallis statistics and find the correlation plays an … important role in energy fluctuations. In Tsallis statistics, the correlation is induced by the nonextensivity of Tsallis … statistics than that in Boltzmann statistics. Besides, we demonstrate that the introduction of correlation between particle …