SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price
5 references·0 citing·16 second hop
Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price (2007)Markov analysis and Kramers-Moyal expansi…Magnitude and Sign Correlations in Heartbeat Fluctuations (2001)Magnitude and Sign Correlatio…Introduction to Econophysics (1999)Introduction to EconophysicsA Langevin approach to stock market fluctuations and crashes (1998)A Langevin approach to stock …Characterization of long-range correlations in complex distributions and profiles (1997)Characterization of long-rang…ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)ESTIMATORS FOR LONG-RANGE DEP…Long-Term Storage: An Experimental Study. (1966)Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances (1969)Wavelet estimation of a local long memory parameter (2000)Stochastic modeling of unresolved scales in complex systems (2009)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Modern Portfolio Theory and Investment Analysis. (1982)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Market force, ecology and evolution (2002)The price dynamics of common trading strategies (2002)Effect of trends on detrended fluctuation analysis (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Detecting long-range correlations with detrended fluctuation analysis (2001)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Financial markets under the global pandemic of COVID-19 (2020)
this work references cited by second hop

References

  • 1999Introduction to Econophysics1,919 cited
  • 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY1,195 cited
  • 2001Magnitude and Sign Correlations in Heartbeat Fluctuations398 cited
  • 1998A Langevin approach to stock market fluctuations and crashes381 cited
  • 1997Characterization of long-range correlations in complex distributions and profiles94 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work