Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481355 | Physica A: Statistical Mechanics and its Applications | 2012 | 10 Pages |
Abstract
⺠Universal scaling behaviors are found in different volatility records ⺠The nonlinearity of original series is more pronounced in the magnitude series of fluctuations. ⺠The relation between long-range correlations in volatility and nonlinearity in original series has been reconfirmed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Feiyu Lu, Naiming Yuan, Zuntao Fu, Jiangyu Mao,