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Multifractal features of financial markets
16 references·0 citing·33 second hop
Multifractal features of financial markets (2004)Multifractal features of financial marketsMultifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Transmission of Information and Herd Behavior: An Application to Financial Markets (2000)Transmission of Information a…HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)HERD BEHAVIOR AND AGGREGATE F…Fractional calculus and continuous-time finance (2000)Fractional calculus and conti…Fractional calculus and continuous-time finance II: the waiting-time distribution (2000)Fractional calculus and conti…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Self-Organized Segregation within an Evolving Population (1999)Self-Organized Segregation wi…Introduction to Econophysics (1999)Introduction to EconophysicsOn the minority game: Analytical and numerical studies (1998)On the minority game: Analyti…Dynamic numerical models of stock market price: from microscopic determinism to macroscopic randomness (1998)Dynamic numerical models of s…Emergence of cooperation and organization in an evolutionary game (1997)Emergence of cooperation and …Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…Statistical properties of deterministic threshold elements — the case of market price (1992)Statistical properties of det…Multifractal spectra of multi-affine functions (1991)Multifractal spectra of multi…On the minority game: Analytical and numerical studiesOn the minority game: Analyti…Emergence of cooperation and organization in an evolutionary gameEmergence of cooperation and …Inductive Reasoning and Bounded Rationality (1994)Complexity and the Economy (1999)Memory-based snowdrift game on networks (2006)Théorie de la spéculation (1900)The Variation of Certain Speculative Prices (1963)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Waiting-times and returns in high-frequency financial data: an empirical study (2002)Multifractal analysis of financial markets: a review (2019)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Evolutionary Game Theory (1995)Evolutionary games on graphs (2007)Evolutionary game theory: Temporal and spatial effects beyond replicator dynamics (2009)Prisoner’s dilemma game model Based on historical strategy information (2023)The Pricing of Options and Corporate Liabilities (1973)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)The Evolution of Cooperation (1985)Irrelevance of memory in the minority game (1999)Modeling market mechanism with minority game (2000)Econophysics review: II. Agent-based models (2011)Multi-scaling in finance (2007)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Financial markets under the global pandemic of COVID-19 (2020)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 24 Agent-based Computational Finance (2006)
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References

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  • 1998Dynamic numerical models of stock market price: from microscopic determinism to macroscopic randomness

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104 cited
  • 1991Multifractal spectra of multi-affine functions101 cited
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