Author:
Chen Shu-Peng,He Ling-Yun
Subject
Condensed Matter Physics,Statistics and Probability
Reference35 articles.
1. Econophysics: Can physicists contribute to the science of economics?;Stanley;Physica A: Statistical Mechanics and its Applications,1999
2. Theory of speculation (1900);Bachelier,1964
3. Price fluctuations and market activity;Gopikrishnan;Physica A: Statistical Mechanics and its Applications,2001
4. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach;Alvarez-Ramirez;Energy Economics,2008
5. Long-term memory and volatility clustering in high-frequency price changes;oh;Physica A: Statistical Mechanics and its Applications,2008
Cited by
48 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