These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

194 related articles for article (PubMed ID: 17677535)

  • 21. Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia.
    Zada H; Maqsood H; Ahmed S; Khan MZ
    SN Bus Econ; 2023; 3(1):37. PubMed ID: 36684690
    [TBL] [Abstract][Full Text] [Related]  

  • 22. Quantifying fluctuations in market liquidity: analysis of the bid-ask spread.
    Plerou V; Gopikrishnan P; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2005 Apr; 71(4 Pt 2):046131. PubMed ID: 15903750
    [TBL] [Abstract][Full Text] [Related]  

  • 23. Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach.
    Murialdo P; Ponta L; Carbone A
    Entropy (Basel); 2020 Jun; 22(6):. PubMed ID: 33286404
    [TBL] [Abstract][Full Text] [Related]  

  • 24. Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets.
    Pagnottoni P; Spelta A; Pecora N; Flori A; Pammolli F
    Physica A; 2021 Nov; 582():126240. PubMed ID: 35702271
    [TBL] [Abstract][Full Text] [Related]  

  • 25. Statistical properties of the volatility of price fluctuations.
    Liu Y; Gopikrishnan P; Cizeau P; Meyer M; Peng CK; Stanley HE
    Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 1999 Aug; 60(2 Pt A):1390-400. PubMed ID: 11969899
    [TBL] [Abstract][Full Text] [Related]  

  • 26. Unified scaling law for earthquakes.
    Christensen K; Danon L; Scanlon T; Bak P
    Proc Natl Acad Sci U S A; 2002 Feb; 99 Suppl 1(Suppl 1):2509-13. PubMed ID: 11875203
    [TBL] [Abstract][Full Text] [Related]  

  • 27. Scale-free networks of earthquakes and aftershocks.
    Baiesi M; Paczuski M
    Phys Rev E Stat Nonlin Soft Matter Phys; 2004 Jun; 69(6 Pt 2):066106. PubMed ID: 15244666
    [TBL] [Abstract][Full Text] [Related]  

  • 28. Shocks and volatility transmission between oil price and Nigeria's exchange rate.
    Agya AA; Samuel PA; Amadi KW
    SN Bus Econ; 2022; 2(6):47. PubMed ID: 35573222
    [TBL] [Abstract][Full Text] [Related]  

  • 29. Unified scaling law for earthquakes.
    Bak P; Christensen K; Danon L; Scanlon T
    Phys Rev Lett; 2002 Apr; 88(17):178501. PubMed ID: 12005787
    [TBL] [Abstract][Full Text] [Related]  

  • 30. Long-time fluctuations in a dynamical model of stock market indices.
    Biham O; Huang ZF; Malcai O; Solomon S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2001 Aug; 64(2 Pt 2):026101. PubMed ID: 11497645
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Quantifying Stock Return Distributions in Financial Markets.
    Botta F; Moat HS; Stanley HE; Preis T
    PLoS One; 2015; 10(9):e0135600. PubMed ID: 26327593
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Nonlinear volatility of river flux fluctuations.
    Livina VN; Ashkenazy Y; Braun P; Monetti R; Bunde A; Havlin S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2003 Apr; 67(4 Pt 1):042101. PubMed ID: 12786405
    [TBL] [Abstract][Full Text] [Related]  

  • 33. Statistics of return intervals in long-term correlated records.
    Eichner JF; Kantelhardt JW; Bunde A; Havlin S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Jan; 75(1 Pt 1):011128. PubMed ID: 17358131
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Mean escape time in a system with stochastic volatility.
    Bonanno G; Valenti D; Spagnolo B
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Jan; 75(1 Pt 2):016106. PubMed ID: 17358223
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Creeplike behavior in athermal threshold dynamics: Effects of disorder and stress.
    Roy S; Hatano T
    Phys Rev E; 2018 Jun; 97(6-1):062149. PubMed ID: 30011531
    [TBL] [Abstract][Full Text] [Related]  

  • 36. Volatility transmission between oil prices and banks' stock prices as a new source of instability: Lessons from the United States experience.
    Ehouman YA
    Econ Model; 2020 Sep; 91():198-217. PubMed ID: 32834330
    [TBL] [Abstract][Full Text] [Related]  

  • 37. Tests of nonuniversality of the stock return distributions in an emerging market.
    Mu GH; Zhou WX
    Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Dec; 82(6 Pt 2):066103. PubMed ID: 21230701
    [TBL] [Abstract][Full Text] [Related]  

  • 38. Limits of declustering methods for disentangling exogenous from endogenous events in time series with foreshocks, main shocks, and aftershocks.
    Sornette D; Utkin S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2009 Jun; 79(6 Pt 1):061110. PubMed ID: 19658476
    [TBL] [Abstract][Full Text] [Related]  

  • 39. Volatility: a hidden Markov process in financial time series.
    Eisler Z; Perelló J; Masoliver J
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Nov; 76(5 Pt 2):056105. PubMed ID: 18233716
    [TBL] [Abstract][Full Text] [Related]  

  • 40. Nonlinear continuous fluctuation intensity financial dynamics and complexity behavior.
    Wang H; Wang J; Wang G
    Chaos; 2018 Aug; 28(8):083122. PubMed ID: 30180640
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 10.