particular in terms of scaling distribution preservation. Identified distributions of all simulated processes are compared with …

, greater is the nonlinearity. Analysis of nonlinear data is made with emphasis on scaling properties. dI/dV is found to … voltage scales — is Vo, the scale for onset of nonlinearity and other is Vs, the scale for saturation. The transport exponents …, temperature-dependent nonlinearity is discussed to illustrate how the study of nonlinear conduction proves useful to unravel the …

definitions of volatility show that the empirical scaling law in every stock market is a power law. This power law holds from 2 to …This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using different … 240 business days (almost 1 year). The scaling parameter in these economies changes after a change in the definition of …

The asymmetric power ARCH model is a recent addition to time series models that may be used for predicting volatility …

behaviors are found in all volatility records, whose scaling exponents take similar distributions with similar mean values and … standard deviations. To reconfirm the relation between long-range correlations in volatility and nonlinearity in original …Volatility series (defined as the magnitude of the increments between successive elements) of five different …

the business cycle on the highfrequency volatility of the EUR/USD exchange rate. The results suggest that in general bad … news increases volatility more than good news. The news effects also depend on the state of the economy: bad news increases … volatility more in good times than in bad times, while there is no difference between the volatility effects of good news in bad …

temperature of the Ising dynamic system. We also investigate the statistical fluctuation behavior, the time-varying volatility …