Search Results - subject:"PACS. 02.50.-r Probability theory"

Clustering of volatility as a multiscale phenomenon

Pasquini, M.; Serva, M. - In: The European Physical Journal B - Condensed Matter and … 16 (2000) 1, pp. 195-201

Persistent link: https://www.econbiz.de/10009281537

On the physical relevance of max- and log-max-selfsimilar distributions

Huillet, T.; Porzio, A.; Alaya, M. Ben - In: The European Physical Journal B - Condensed Matter and … 17 (2000) 1, pp. 147-158

Persistent link: https://www.econbiz.de/10009281607

Domino effect for world market fluctuations

Vandewalle, N.; Boveroux, Ph.; Brisbois, F. - In: The European Physical Journal B - Condensed Matter and … 15 (2000) 3, pp. 547-549

Persistent link: https://www.econbiz.de/10009282181

Learning, competition and cooperation in simple games

Cara, M.A.R. de; Pla, O.; Guinea, F. - In: The European Physical Journal B - Condensed Matter and … 13 (2000) 3, pp. 413-416

Persistent link: https://www.econbiz.de/10009325071

Apparent multifractality in financial time series

Bouchaud, J.-P.; Potters, M.; Meyer, M. - In: The European Physical Journal B - Condensed Matter and … 13 (2000) 3, pp. 595-599

Persistent link: https://www.econbiz.de/10009325087

When do finite sample effects significantly affect entropy estimates?

Wit, T. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 3, pp. 513-516

An expression is proposed for determining the error made by neglecting finite sample effects in entropy estimates. It is based on the Ansatz that the ranked distribution of probabilities tends to follow a Zipf scaling. Copyright Società Italiana di Fisica, Springer-Verlag 1999

Persistent link: https://www.econbiz.de/10010992739

When do finite sample effects significantly affect entropy estimates?

Wit, T. - In: The European Physical Journal B - Condensed Matter and … 11 (1999) 3, pp. 513-516

Persistent link: https://www.econbiz.de/10009325094

”Direct” causal cascade in the stock market

Arnéodo, A.; Muzy, J.-F.; Sornette, D. - In: The European Physical Journal B - Condensed Matter and … 2 (1998) 2, pp. 277-282

Persistent link: https://www.econbiz.de/10010992478

Redner, S. - In: The European Physical Journal B - Condensed Matter and … 4 (1998) 2, pp. 131-134

Persistent link: https://www.econbiz.de/10009325021

“String” formulation of the dynamics of the forward interest rate curve

Sornette, D. - In: The European Physical Journal B - Condensed Matter and … 3 (1998) 1, pp. 125-137

Persistent link: https://www.econbiz.de/10009325203