116 related articles for article (PubMed ID: 16606055)
1. Criticality and phase transition in stock-price fluctuations.
Kiyono K; Struzik ZR; Yamamoto Y
Phys Rev Lett; 2006 Feb; 96(6):068701. PubMed ID: 16606055
[TBL] [Abstract][Full Text] [Related]
2. Dynamical model and nonextensive statistical mechanics of a market index on large time windows.
Ausloos M; Ivanova K
Phys Rev E Stat Nonlin Soft Matter Phys; 2003 Oct; 68(4 Pt 2):046122. PubMed ID: 14683017
[TBL] [Abstract][Full Text] [Related]
3. Estimator of a non-Gaussian parameter in multiplicative log-normal models.
Kiyono K; Struzik ZR; Yamamoto Y
Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Oct; 76(4 Pt 1):041113. PubMed ID: 17994942
[TBL] [Abstract][Full Text] [Related]
4. Multiscale probability density function analysis: non-Gaussian and scale-invariant fluctuations of healthy human heart rate.
Kiyono K; Struzik ZR; Aoyagi N; Yamamoto Y
IEEE Trans Biomed Eng; 2006 Jan; 53(1):95-102. PubMed ID: 16402608
[TBL] [Abstract][Full Text] [Related]
5. Volatility, persistence, and survival in financial markets.
Constantin M; Sarma SD
Phys Rev E Stat Nonlin Soft Matter Phys; 2005 Nov; 72(5 Pt 1):051106. PubMed ID: 16383592
[TBL] [Abstract][Full Text] [Related]
6. Comparison between response dynamics in transition economies and developed economies.
Tenenbaum J; Horvatić D; Bajić SC; Pehlivanović B; Podobnik B; Stanley HE
Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Oct; 82(4 Pt 2):046104. PubMed ID: 21230342
[TBL] [Abstract][Full Text] [Related]
7. Model for non-Gaussian intraday stock returns.
Gerig A; Vicente J; Fuentes MA
Phys Rev E Stat Nonlin Soft Matter Phys; 2009 Dec; 80(6 Pt 2):065102. PubMed ID: 20365214
[TBL] [Abstract][Full Text] [Related]
8. Option pricing formulas based on a non-Gaussian stock price model.
Borland L
Phys Rev Lett; 2002 Aug; 89(9):098701. PubMed ID: 12190447
[TBL] [Abstract][Full Text] [Related]
9. Scaling of the distribution of price fluctuations of individual companies.
Plerou V; Gopikrishnan P; Nunes Amaral LA; Meyer M; Stanley HE
Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 1999 Dec; 60(6 Pt A):6519-29. PubMed ID: 11970569
[TBL] [Abstract][Full Text] [Related]
10. Separation of components from a scale mixture of Gaussian white noises.
Vamoş C; Crăciun M
Phys Rev E Stat Nonlin Soft Matter Phys; 2010 May; 81(5 Pt 1):051125. PubMed ID: 20866203
[TBL] [Abstract][Full Text] [Related]
11. Probability density function of turbulent velocity fluctuations.
Mouri H; Takaoka M; Hori A; Kawashima Y
Phys Rev E Stat Nonlin Soft Matter Phys; 2002 May; 65(5 Pt 2):056304. PubMed ID: 12059700
[TBL] [Abstract][Full Text] [Related]
12. Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: application to volatility fluctuations in stock markets.
Muzy JF; Baïle R; Bacry E
Phys Rev E Stat Nonlin Soft Matter Phys; 2013 Apr; 87(4):042813. PubMed ID: 23679479
[TBL] [Abstract][Full Text] [Related]
13. Analysis of aggregated tick returns: evidence for anomalous diffusion.
Weber P
Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Jan; 75(1 Pt 2):016105. PubMed ID: 17358222
[TBL] [Abstract][Full Text] [Related]
14. Intermittency, scaling, and the Fokker-Planck approach to fluctuations of the solar wind bulk plasma parameters as seen by the WIND spacecraft.
Hnat B; Chapman SC; Rowlands G
Phys Rev E Stat Nonlin Soft Matter Phys; 2003 May; 67(5 Pt 2):056404. PubMed ID: 12786284
[TBL] [Abstract][Full Text] [Related]
15. Multifractal analysis with the probability density function at the three-dimensional anderson transition.
Rodriguez A; Vasquez LJ; Römer RA
Phys Rev Lett; 2009 Mar; 102(10):106406. PubMed ID: 19392138
[TBL] [Abstract][Full Text] [Related]
16. Anomalous kinetics in diffusion limited reactions linked to non-Gaussian concentration probability distribution function.
de Anna P; Le Borgne T; Dentz M; Bolster D; Davy P
J Chem Phys; 2011 Nov; 135(17):174104. PubMed ID: 22070289
[TBL] [Abstract][Full Text] [Related]
17. Invariance in the recurrence of large returns and the validation of models of price dynamics.
Chang LB; Geman S; Hsieh F; Hwang CR
Phys Rev E Stat Nonlin Soft Matter Phys; 2013 Aug; 88(2):022116. PubMed ID: 24032784
[TBL] [Abstract][Full Text] [Related]
18. Criticality and disturbance in spatial ecological systems.
Pascual M; Guichard F
Trends Ecol Evol; 2005 Feb; 20(2):88-95. PubMed ID: 16701348
[TBL] [Abstract][Full Text] [Related]
19. On-off intermittency and criticality in early stage electromigration.
Dalton E; Clancy I; Corcoran D; Arshak A; Gooberman G
Phys Rev Lett; 2010 May; 104(21):214101. PubMed ID: 20867104
[TBL] [Abstract][Full Text] [Related]
20. Fluctuations and criticality of a granular solid-liquid-like phase transition.
Castillo G; Mujica N; Soto R
Phys Rev Lett; 2012 Aug; 109(9):095701. PubMed ID: 23002853
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]