Search Results - subject:"Dynamic exponents"

Short-time scaling via Monte Carlo single spin-flip algorithms for the Baxter–Wu model

Hadjiagapiou, I.A.; Malakis, A.; Martinos, S.S. - In: Physica A: Statistical Mechanics and its Applications 356 (2005) 2, pp. 563-574

-flip algorithms. The critical dynamic exponents z and θ are estimated and it is shown that the N-fold way provides a reliable estimate …

Persistent link: https://www.econbiz.de/10011063023

Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series

Kutner, Ryszard; Świtała, Filip - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 244-251

The paper consists of two parts: (i) the empirical one where the non-linear, long-term autocorrelations present in high-frequency data extracting from the Warsaw Stock Exchange were analyzed and (ii) theoretical one where predictions of our model (Quantitative Finance 3 (2003) 201; Physica A...

Persistent link: https://www.econbiz.de/10011061723

Possible origin of the non-linear long-term autocorrelations within the Gaussian regime

Kutner, Ryszard; Świtała, Filip - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 1, pp. 177-188

temporal and spatial (partial) fractional (dynamic) exponents characterizing the walking state. To adapt the model to the …

Persistent link: https://www.econbiz.de/10011060723