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Multifractal behavior of the Korean stock-market index KOSPI
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Multifractal behavior of the Korean stock-market index KOSPI (2005)Multifractal behavior of the Korean stock…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…Critical market crashes (2003)Critical market crashesVolatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling (2002)Volatility Clustering and Sca…Multifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Scaling and correlation in financial time series (2000)Scaling and correlation in fi…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Statistical properties of the volatility of price fluctuations (1999)Statistical properties of the…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (1994)The Black-Scholes option pric…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Mandelbrot and the Stable Paretian Hypothesis (1963)Mandelbrot and the Stable Par…Théorie de la spéculation (1900)Théorie de la spéculationEfficient Capital Markets: A Review of Theory and Empirical Work (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Effect of trends on detrended fluctuation analysis (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Hierarchical structure in financial markets (1999)A network analysis of the Italian overnight money market (2007)The Network of Global Corporate Control (2011)The Econometrics of Financial Markets (2012)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)A Jump-Diffusion Model for Option Pricing (2002)An Engine, Not a Camera (2006)5 Stochastic volatility (1996)A theory of power-law distributions in financial market fluctuations (2003)Cross-correlations between volume change and price change (2009)Tail Risk and Asset Prices (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)The politics of attention: how government prioritizes problems (2006)
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References

  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1900Théorie de la spéculation2,702 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1997Fractals and Scaling in Finance1,319 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 1963Mandelbrot and the Stable Paretian Hypothesis828 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 2003Critical market crashes337 cited
  • 2002Multifractal Hurst analysis of crude oil prices187 cited
  • 2002Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling173 cited
  • 1994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes169 cited

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  • 2000Scaling and correlation in financial time series143 cited
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