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Stock price clustering and discreteness : the "compass rose" and complex dynamics
Vorlow, Costantinos E., (2004)
Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten
Webel, Karsten, (2009)
Simple tactical asset allocation strategies on the S & P 500 and the impact of VIX fluctuations
Vorlow, Constantinos E., (2017)
Price clustering and discreteness: is there chaos behind the noise?
Antoniou, Antonios, (2005)
Accounting for outliers and calendar effects in surrogate simulations of stock return sequences
Leontitsis, Alexandros, (2005)