Showing 1–20 of 52 results
/ Date/ Name
Dec 3, 2012Effect of detrending on multifractal characteristicsSep 6, 2010Coherent Patterns in Nuclei and in Financial MarketsAug 12, 2002Are the contemporary financial fluctuations sooner converging to normal?Jan 14, 1999Collectivity in the Brain Sensory ResponseOct 2, 1998Configuration Mixing Effects in Isoscalar Giant Dipole ResonanceMay 13, 1994Molecular dynamics approach: from chaotic to statistical properties of compound nucleiJul 8, 1994Phase-Space Exploration in Nuclear Giant Resonance DecayApr 22, 2005Detecting subtle effects of persistence in the stock market dynamicsMar 1, 2005Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010May 17, 2006Multifractal Model of Asset Returns versus real stock market dynamicsNov 5, 2003Time scales involved in market emergenceJun 7, 1996Decay of Nuclear Giant Resonances: Quantum Self-similar FragmentationApr 21, 1997Scaling Properties of Nuclear Giant Resonance Transition ProbabilitiesFeb 11, 2000Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory responseMar 29, 2001Dynamics of correlations in the stock marketNov 4, 2004Components of multifractality in high-frequency stock returnsOct 22, 2009Complex Systems: From Nuclear Physics to Financial MarketsOct 7, 2008Scale free effects in world currency exchange networkJan 21, 2005Self-Similar Log-Periodic Structures in Western Stock Markets from 2000Jun 5, 2006Correlation matrix decomposition of WIG20 intraday fluctuations