D. Pérez
Economics and Econometrics · with Rosso · 2008–2010
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 41 citations into it; #15,218 of 23,481 by trust here, #8,121 by citations
- Finance — 23 citations into it; #9,668 of 10,518 by trust here, #3,667 by citations
- Statistical and Nonlinear Physics — 20 citations into it; #6,455 of 10,127 by trust here, #2,578 by citations
Whom D. Pérez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts D. Pérez overall
Papers from D. Pérez's perspective
Ordered by how strongly the researchers D. Pérez trusts endorse each paper. Same corpus, a different order for every researcher.
- Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
- Detecting dynamical changes in time series using the permutation entropy. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Permutation entropy: a natural complexity measure for time series. (Physical Review Letters)
- Multi-scaling in finance
- Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
- Scaling behaviors in differently developed markets
- A Multifractal Model of Asset Returns
- The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting
- True and false forbidden patterns in deterministic and random dynamics
- Efficient Capital Markets : A Review of Theory and Empirical Work
Their papers
- Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010) — 204 citations
- A multifractal approach for stock market inefficiency (2008) — 276 citations
- Forbidden patterns, permutation entropy and stock market inefficiency (2009) — 243 citations