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Higher-order phase transitions on financial markets

Author

Listed:
  • A. Kasprzak
  • R. Kutner
  • J. Perelló
  • J. Masoliver

Abstract

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Suggested Citation

  • A. Kasprzak & R. Kutner & J. Perelló & J. Masoliver, 2010. "Higher-order phase transitions on financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(4), pages 513-527, August.
    • Handle: RePEc:spr:eurphb:v:76:y:2010:i:4:p:513-527
    DOI: 10.1140/epjb/e2010-00064-y
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    Citations

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    Cited by:

    1. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
    2. Rodriguez-Romo, Suemi & Sosa-Herrera, Antonio, 2013. "Lacunarity and multifractal analysis of the large DLA mass distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3316-3328.
    3. Aleksejus Kononovicius & Vygintas Gontis, 2019. "Approximation of the first passage time distribution for the birth-death processes," Papers 1902.00924, arXiv.org.
    4. Bełej Mirosław & Kulesza Sławomir, 2014. "The Influence Of Financing On The Dynamics Of Housing Prices," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 101-113, December.
    5. Jaros{l}aw Klamut & Tomasz Gubiec, 2018. "Directed Continuous-Time Random Walk with memory," Papers 1807.01934, arXiv.org.

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