interval. The scaling property is observed in all three relations. The fact of long relaxation times gives evidence of long …

of cancelations exhibit a scaling behavior for different stocks. Complex intra-day patterns are also unveiled in the …

returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22 constituent stocks of SSEC. The scaling behavior and … distribution for the realized volatility shows a better scaling behavior since 20 stocks (out of 22 stocks) and the SSEC pass the … Kolmogorov–Smirnov (KS) test and exhibit scaling behaviors, among which the scaling function for 8 stocks could be approximated …

year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density … functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also …

Discrete Wavelet Transform (MODWT) is applied to measure the scaling properties of Hedge Fund correlation and market risk with … studied and the time scale examined. Finally, the effects of scaling properties on the risk profile of a portfolio made up of …

provides deep insights into the economic actions of people and sheds lights on the study of econophysics. In this paper we …