Ausloos, M.; Bronlet, Ph. - In: Physica A: Statistical Mechanics and its Applications 324 (2003) 1, pp. 30-37
We have applied the Zipf method to extract the ζ′ exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the signals into a text based on two letters. We follow considerations based on the signal Hurst exponent and the notion of a...