Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N. - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 1, pp. 16-27
We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that statistical properties of financial time series are rather complex under several ways. Specifically, they are...