Palatella, Luigi; Perelló, Josep; Montero, Miquel; … - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 1, pp. 131-137
The present work briefly summarizes the results obtained in Palatella et al. Eur. Phys. J. B 38 (2004) 671 using the Diffusion Entropy technique and adds some new results regarding the Dow Jones Index time series. We show that time distances between peaks of volatility or activity are...
