Scaling and memory in volatility return intervals in financial markets.

By K. Yamasaki, Lev Muchnik, Shlomo Havlin, Armin Bunde, H. Eugene Stanley. 2005

228 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability, Economics & Operations Research

Citations in the corpus

• On the origin of long-range correlations in texts (2012, neutral): “σ ZðtÞ 1⁄4 σ X ðtÞ þ σ Y ðtÞ þ 2CðXðtÞ; Y ðtÞÞ; [5]”
• A new approach to quantify power-law cross-correlation and its application to commodity markets (2011, unknown): “[46]:”