Ren, F.; Zheng, B.; Lin, H.; Wen, L.Y.; Trimper, S. - In: Physica A: Statistical Mechanics and its Applications 350 (2005) 2, pp. 439-450
We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations nonlocal in time. Universal and non-universal behaviors of the German...