Magnitude and sign scaling in power-law correlated time series

By Y. Ashkenazy, Shlomo Havlin, Plamen Ch. Ivanov, Chung-Kang Peng, V. Schulte-Frohlinde, H. Eugene Stanley. 2003

144 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Molecular Biology, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/fa13c1a0b59566a20d7b976dd77df801839ac07f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luciano Zunino
2. D. Pérez
3. Benjamin Miranda Tabak
4. Wei‐Xing Zhou
5. K. Lim
6. R. Brooks
7. Ladislav Kristoufek
8. Osvaldo Anibal Rosso

In Molecular Biology

1. Luciano Zunino

In Statistical and Nonlinear Physics

1. Luciano Zunino
2. Benjamin Miranda Tabak
3. D. Pérez
4. Wei‐Xing Zhou

Citations in the corpus

• A multifractal approach for stock market inefficiency (2008, background): “It was shown that thewidth of themultifractal spectrum of the original time series is amonotonically increasing function of the correlation exponent of the magnitude (volatility) time series [47].”