FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567177882> ?p ?o ?g. }

• W1567177882 abstract "We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent approach. We verify the robustness of this approach and we compare the results with the scaling properties in the frequency-domain. We find evidence of deviations from the pure Brownian motion behavior. We show that these deviations are associated with characteristics of the specific markets and they can be, therefore, used to distinguish the different degrees of development of the markets." @default.
• W1567177882 created "2016-06-24" @default.
• W1567177882 creator A5035375830 @default.
• W1567177882 creator A5050674002 @default.
• W1567177882 creator A5074195931 @default.
• W1567177882 date "2003-02-01" @default.
• W1567177882 modified "2023-09-24" @default.
• W1567177882 title "Using the Scaling Analysis to Characterize Financial Markets" @default.
• W1567177882 cites W107661506 @default.
• W1567177882 cites W1571438983 @default.
• W1567177882 cites W1971034465 @default.
• W1567177882 cites W1984307991 @default.
• W1567177882 cites W1996805059 @default.
• W1567177882 cites W2009859690 @default.
• W1567177882 cites W2011005041 @default.
• W1567177882 cites W2021817266 @default.
• W1567177882 cites W2024163429 @default.
• W1567177882 cites W2031753087 @default.
• W1567177882 cites W2034358898 @default.
• W1567177882 cites W2034895238 @default.
• W1567177882 cites W2047694274 @default.
• W1567177882 cites W2057116804 @default.
• W1567177882 cites W2067062227 @default.
• W1567177882 cites W2067184061 @default.
• W1567177882 cites W2068585979 @default.
• W1567177882 cites W2069014312 @default.
• W1567177882 cites W2072266493 @default.
• W1567177882 cites W2076209196 @default.
• W1567177882 cites W2077655468 @default.
• W1567177882 cites W2089870982 @default.
• W1567177882 cites W2090637028 @default.
• W1567177882 cites W2094202162 @default.
• W1567177882 cites W2101547937 @default.
• W1567177882 cites W2110077303 @default.
• W1567177882 cites W2118602751 @default.
• W1567177882 cites W2124127726 @default.
• W1567177882 cites W2133073120 @default.
• W1567177882 cites W2139576754 @default.
• W1567177882 cites W2140911506 @default.
• W1567177882 cites W2142319384 @default.
• W1567177882 cites W2143216869 @default.
• W1567177882 cites W2158990135 @default.
• W1567177882 cites W2161042876 @default.
• W1567177882 cites W2162443378 @default.
• W1567177882 cites W2341760625 @default.
• W1567177882 cites W2613001510 @default.
• W1567177882 cites W2751862591 @default.
• W1567177882 cites W3002174615 @default.
• W1567177882 cites W3121757665 @default.
• W1567177882 cites W3122165036 @default.
• W1567177882 cites W569633472 @default.
• W1567177882 cites W67284852 @default.
• W1567177882 hasPublicationYear "2003" @default.
• W1567177882 type Work @default.
• W1567177882 sameAs 1567177882 @default.
• W1567177882 citedByCount "1" @default.
• W1567177882 crossrefType "posted-content" @default.
• W1567177882 hasAuthorship W1567177882A5035375830 @default.
• W1567177882 hasAuthorship W1567177882A5050674002 @default.
• W1567177882 hasAuthorship W1567177882A5074195931 @default.
• W1567177882 hasConcept C10138342 @default.
• W1567177882 hasConcept C104317684 @default.
• W1567177882 hasConcept C105795698 @default.
• W1567177882 hasConcept C106159729 @default.
• W1567177882 hasConcept C106306483 @default.
• W1567177882 hasConcept C108819105 @default.
• W1567177882 hasConcept C112401455 @default.
• W1567177882 hasConcept C121332964 @default.
• W1567177882 hasConcept C121864883 @default.
• W1567177882 hasConcept C127413603 @default.
• W1567177882 hasConcept C1297061 @default.
• W1567177882 hasConcept C134306372 @default.
• W1567177882 hasConcept C149782125 @default.
• W1567177882 hasConcept C162324750 @default.
• W1567177882 hasConcept C185592680 @default.
• W1567177882 hasConcept C19118579 @default.
• W1567177882 hasConcept C19244329 @default.
• W1567177882 hasConcept C204036174 @default.
• W1567177882 hasConcept C2524010 @default.
• W1567177882 hasConcept C2983132609 @default.
• W1567177882 hasConcept C2986394398 @default.
• W1567177882 hasConcept C33923547 @default.
• W1567177882 hasConcept C536366893 @default.
• W1567177882 hasConcept C55493867 @default.
• W1567177882 hasConcept C556758197 @default.
• W1567177882 hasConcept C63479239 @default.
• W1567177882 hasConcept C69738904 @default.
• W1567177882 hasConcept C78519656 @default.
• W1567177882 hasConcept C91602232 @default.
• W1567177882 hasConcept C96835011 @default.
• W1567177882 hasConcept C99844830 @default.
• W1567177882 hasConceptScore W1567177882C10138342 @default.
• W1567177882 hasConceptScore W1567177882C104317684 @default.
• W1567177882 hasConceptScore W1567177882C105795698 @default.
• W1567177882 hasConceptScore W1567177882C106159729 @default.
• W1567177882 hasConceptScore W1567177882C106306483 @default.
• W1567177882 hasConceptScore W1567177882C108819105 @default.
• W1567177882 hasConceptScore W1567177882C112401455 @default.
• W1567177882 hasConceptScore W1567177882C121332964 @default.
• W1567177882 hasConceptScore W1567177882C121864883 @default.

• next