Volatility clustering and scaling for financial time series due to attractor bubbling
dc.contributor.author
Krawiecki, A.
dc.contributor.author
Holyst, Janusz A.
dc.contributor.author
Helbing, Dirk
dc.date.accessioned
2017-06-12T17:08:16Z
dc.date.available
2017-06-12T17:08:16Z
dc.date.issued
2002-10
dc.identifier.issn
0031-9007
dc.identifier.issn
1079-7114
dc.identifier.other
10.1103/PhysRevLett.89.158701
dc.identifier.uri
http://hdl.handle.net/20.500.11850/123771
dc.language.iso
en
dc.publisher
American Physical Society
dc.title
Volatility clustering and scaling for financial time series due to attractor bubbling
dc.type
Journal Article
ethz.journal.title
Physical Review Letters
ethz.journal.volume
89
ethz.journal.issue
15
ethz.journal.abbreviated
Phys. Rev. Lett.
ethz.pages.start
158701
ethz.size
4 p.
ethz.notes
Published online 18 September 2002.
ethz.identifier.nebis
000003868
ethz.publication.place
New York, NY
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02045 - Dep. Geistes-, Sozial- u. Staatswiss. / Dep. of Humanities, Social and Pol.Sc.::03784 - Helbing, Dirk / Helbing, Dirk
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02045 - Dep. Geistes-, Sozial- u. Staatswiss. / Dep. of Humanities, Social and Pol.Sc.::03784 - Helbing, Dirk / Helbing, Dirk
ethz.date.deposited
2017-06-12T17:08:53Z
ethz.source
ECIT
ethz.identifier.importid
imp593654f1e3f9784792
ethz.ecitpid
pub:186203
ethz.eth
no
ethz.availability
Metadata only
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2017-07-18T17:37:04Z
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2023-02-06T13:35:58Z
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Publikationstyp
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Journal Article [128466]