Регистрация | Вход в службу | FAQ

[?]

CiteULike is a free online bibliography manager. Register and you can start organising your references online.

Recent | Unread | Search | Authors | Tags | Export

Clustering of volatility as a multiscale phenomenon

by: M Pasquini, M Serva

The European Physical Journal B - Condensed Matter and Complex Systems, Vol. V16, No. 1. (1 July 2000), pp. 195-201.

View FullText article

DOI

Reviews [Write a review of this article]

There are no reviews of this article

Notes for this article

bigbossman has 1 private note и ещё 0 public notes for this article. If you are bigbossman then you can log in to see the private note.

Find related articles from these CiteULike users

bigbossman

Find related articles with these CiteULike tags

clustering, multiscale, volatility

BibTeX record

RIS record

bigbossman's tags

All tags in bigbossman's library

Filter:

accounting advertising aggregate algebra algorithm algorithms allocation analysis anomaly approximation arbitrage asian association autocorrelation bagofwords bam bandwidth baseball bases behavior behavioral behvior betting bibliometrics bibtex-import bioinformatics biology bipartite blackswan blogosphere bloom boxes bridges building burst bursty business buzz calling capital categorization cell centrality chain changes chaos choice citation citations classification clique cloud cluster clustering clusters co-citation codeing collaboration combinatoics combinatorial combinatorics communities community complex complexity component components computation computational computer computing concept concepts connection connectivity cooccurrence cooperation corporate correlation correlations covariance cover covering crossmap csp data database databases datamining decentralized decision decomposition degree density design detection deviations diffusion dimensional dip discover discovery distribution distributions diversity dna document domination downside drawing dual dynamic dynamics earnings ecology econometrics economic economics efficiency eigenvalue eigenvalues eigenvector eigenvectors elections elliptical email embedding emergence emh empirical engine enron epidemics equilibrium equity estimation event exchange exploration extremal facility factor factorization fast fattail feature filter filters finance financial finding flow formal formation fractal fractals free frequency frequent fund fusion futures fuzzy gambling gene generative genetics genome genomics geometry gis gist gladwell government graph graphics graphlet graphs group groups harmonic hash heavy hedge heterogeneous hierarchical hierarchies hierarchy high h-index hirsch holyer homeruns homology homomorphism hypergraph image images immunization impact impossibility independent index indexing information informetrics infromation inspired interestingness internet intersection intraday intuition invariance investing isomorphism itemset jump kdd kernel k-means knowledge k-set language laplacian latent lattice law learning level link links lists literature lognormal lsi machine management manifold map mapping maps market markets markov marvel matching mathematics matlab matrix mean measures memory meta-analysis metabolic metabolism metric metrics metrix microeconomic mining model modeling models modularity momentum motif mulitlevel mulitscale multigrid multilevel multipartite multiplication multiresolution multiscale multivariate nature netflix network networks neural new nlp nonlinear nonparametric numbers obesity odds online optimization options organization orthonormal packing pagerank pareto partition partitioning pattern patterns pca percolation permutations phenotypes planar poker politicalscience politics portfolio power powerlaw powerlaws ppi prediction pricing primal privacy probability processing protein proteins publications pubmed q-measure quadtree query r random rank ranking reduction regularization relational relationship report representation reproducible research resilience retrieval returns reversion risk rule rules running sampling scale scalefee scalefree scalespace scaling schizophrenia science scientific search security self-similarity selling semantic sentiment sequence set setcover sets shannon shifts shingling shrinkage signal similarity simplicial simulation small social sociology space spaces spam sparse spatial spectra spectral sports spotting stability statistics stock stocks stratification stream streaming streams structure studies subgraph subgraphs subspace substructure summarization summary survey surveys svd synthetic system systems tag tail tdt temporal terrorist text textmining theory tick timeseries topic topological topology tracking trading trajectory transform trees trends turbulence variance vector visual visualization volatility voronoi voting wavelet wavelets web wiki word world worlds zipf