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Visibility graph network analysis of gold price time series
16 references·0 citing·31 second hop
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References

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  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2009Power-Law Distributions in Empirical Data8,008 cited
  • 2018Power-law distributions in empirical data6,499 cited
  • 2005Power laws, Pareto distributions and Zipf's law5,744 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 2008From time series to complex networks: The visibility graph1,832 cited
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  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 2009Why Stock Markets Crash322 cited

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2009
Quantitative features of multifractal subtleties in time series
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