Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Author： Meng Hao   Ren Fei   Gu Gao-Feng   Xiong Xiong   Zhang Yong-Jie   Zhou Wei-Xing   Zhang Wei  

Publisher： Edp Sciences

E-ISSN： 1286-4854|98|3|38003-38003

ISSN： 0295-5075

Source： EPL (EUROPHYSICS LETTERS), Vol.98, Iss.3, 2012-05, pp. : 38003-38003

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Scaling and memory in recurrence intervals of Internet traffic

By  

EPL (EUROPHYSICS LETTERS), Vol. 87, Iss. 6, 2009-09 ,pp. : 68001-68001

Edp Sciences

Access to resources Recommend Favorite

Multifractal properties of price fluctuations of stocks andcommodities

By Matia K.   Ashkenazy Y.   Stanley H. E.  

EPL (EUROPHYSICS LETTERS), Vol. 61, Iss. 3, 2010-03 ,pp. : 422-428

Edp Sciences

Access to resources Recommend Favorite

Dynamics in a spin glass model with large order parameter fluctuations

By  

Journal de Physique I, Vol. 1, Iss. 5, 1991-05 ,pp. : 659-667

Edp Sciences

Access to resources Recommend Favorite

Fluctuations of healthy and unhealthy heartbeat intervals

By Lan Boon Leong   Toda Mikito  

EPL (EUROPHYSICS LETTERS), Vol. 102, Iss. 1, 2013-04 ,pp. : 18002-18002

Edp Sciences

Access to resources Recommend Favorite

Short-range order, large-scale potential fluctuations, and photoluminescence in amorphous SiNx

By Gritsenko V.   Gritsenko D.   Novikov Yu.   Kwok R.   Bello I.  

Journal of Experimental and Theoretical Physics, Vol. 98, Iss. 4, 2004-04 ,pp. : 760-769

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite