Lillo, Fabrizio; Mantegna, Rosario N. - Society for Computational Economics - SCE - 2001
We investigate a statistical ensemble of daily returns of n equities traded in United States financial markets. For … volatility in financial markets, Phys. Rev. E 62, 6126-6134 (2000). 2 Fabrizio Lillo and Rosario N. Mantegna, Symmetry alteration …