Scaling and correlation in financial time series-Reference-Cited by-同舟云学术

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Scaling and correlation in financial time series

Published:2000-12 Issue:3-4 Volume:287 Page:362-373
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Gopikrishnan P,Plerou V,Liu Y,Amaral L.A.N,Gabaix X,Stanley H.E

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference105 articles.

1. V. Pareto, Cours d’Économie Politique, Lausanne and Paris, 1897.

2. Théorie de l'Addition des Variables Aléatoires;Lévy,1937

3. The Variation of Certain Speculative Prices

4. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

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