Author:
de Mattos Neto Paulo S.G.,Silva David A.,Ferreira Tiago A.E.,Cavalcanti George D.C.
Subject
Condensed Matter Physics,Statistics and Probability
Reference49 articles.
1. Scaling and memory in volatility return intervals in financial markets;Yamasaki;Proceedings of the National Academy of Sciences of the United States of America,2005
2. An Introduction to Econophysics: Correlations e Complexity in Finance;Mantegna,2000
3. Scale-dependent price fluctuations for the Indian stock market;Matia;Europhysics Letters,2004
4. Statistical properties of the volatility of price fluctuations;Liu;Physical Review E,1999
5. The distribution of stock return volatility;Andersen;Journal of Financial Economics,2001
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