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ArticleScaling behaviors in differently developed markets

Tiziana Di Matteo2003

Article2003

Scaling behaviors in differently developed markets

Tiziana Di Matteo · Tomaso Aste · Michel M. Dacorogna

292 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

1999Introduction to Econophysics 1997Fractals and Scaling in Finance 2001An Introduction to High-Frequency Finance 1968The Random Character of Stock Market Prices 1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis 1989On the spectrum of fractional Brownian motions 1964Theory of Speculation 1965The Random Character of Stock Market Prices.

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Year2003

Typearticle

Published2003-05-01

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations292

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01996-9

openalex_workW2115844007

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2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series