Endogenous and exogenous dynamics in the fluctuations of capital fluxes
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DOI: 10.1140/epjb/e2007-00174-7
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Cited by:
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009.
"Detrended fluctuation analysis of intertrade durations,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Detrended fluctuation analysis of intertrade durations," Papers 0806.2444, arXiv.org.
- Yang, Yan-Hong & Xie, Wen-Jie & Li, Ming-Xia & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2017. "Statistical properties of user activity fluctuations in virtual worlds," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 271-278.
- Tahira, Yoshifumi & Mizuno, Takayuki, 2016. "Amount of news before stock market fluctuations," HIT-REFINED Working Paper Series 45, Institute of Economic Research, Hitotsubashi University.
- Zhou, Wei-Xing, 2012.
"Finite-size effect and the components of multifractality in financial volatility,"
Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 147-155.
- Wei-Xing Zhou, 2009. "Finite-size effect and the components of multifractality in financial volatility," Papers 0912.4782, arXiv.org.
- Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009.
"Statistical properties of volatility return intervals of Chinese stocks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008. "Statistical properties of volatility return intervals of Chinese stocks," Papers 0807.1818, arXiv.org.
- Mu, Guo-Hua & Zhou, Wei-Xing, 2008.
"Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
- Guo-Hua Mu & Wei-Xing Zhou, 2007. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers 0709.1219, arXiv.org.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008.
"Multifractal analysis of Chinese stock volatilities based on the partition function approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4881-4888.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers 0801.1710, arXiv.org, revised Feb 2008.
- Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
- Yoshifumi Tahira & Takayuki Mizuno, 2016. "Trading strategy of a stock index based on the frequency of news releases for listed companies," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 437-444, December.
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Keywords
89.65.Gh Economics; econophysics; financial markets; business and management; 89.75.Da Systems obeying scaling laws; 05.45.Df Fractals;All these keywords.
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