Author:
Chen Ting-Ting,Zheng Bo,Li Yan,Jiang Xiong-Fei
Publisher
Springer Science and Business Media LLC
Subject
Physics and Astronomy (miscellaneous)
Reference73 articles.
1. F. Black, Studies of stock price volatility changes, Alexandria, 1976. Proceedings of the 1976 Meetings of the American Statistical Association, Business and Economical Statistics Section, pp 177–181
2. R. N. Mantegna and H. E. Stanley, Scaling behavior in the dynamics of an economic index, Nature 376(6535), 46 (1995)
3. P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, and H. E. Stanley, Scaling of the distribution of fluctuations of financial market indices, Phys. Rev. E 60(5), 5305 (1999)
4. Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C. K. Peng, and H. E. Stanley, Statistical properties of the volatility of price fluctuation, Phys. Rev. E 60(2), 1390 (1999)
5. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, A theory of power-law distributions in financial market fluctuations, Nature 423(6937), 267 (2003)
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献