Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
B. Zhang, J. Wang, W. Zhang, G.C. Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, B. ; Wang, J. ; Zhang, W. ; Wang, G. C. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 2, p. 373-389
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| Subject: | Nonlinear scaling exponent analysis | Visible volatility duration series | Potts model | Visibility graph complex | Statistical physics | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09938-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272040