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