FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1979044260> ?p ?o ?g. }

• W1979044260 endingPage "465" @default.
• W1979044260 startingPage "451" @default.
• W1979044260 abstract "The Stock Market is a complex self-interacting system, characterized by an intermittent behaviour. Periods of high activity alternate with periods of relative calm. In the present work we investigate empirically about the possibility that the market is in a self-organized critical state (SOC). A wavelet transform method is used in order to separate high activity periods, related to the avalanches of sandpile models, from quiescent. A statistical analysis of the filtered data show a power law behaviour in the avalanche size, duration and laminar times. The memory process, implied by the power law distribution, of the laminar times is not consistent with classical conservative models for self-organized criticality. We argue that a ``near-SOC'' state or a time dependence in the driver, which may be chaotic, can explain this behaviour." @default.
• W1979044260 created "2016-06-24" @default.
• W1979044260 creator A5024337039 @default.
• W1979044260 creator A5035113414 @default.
• W1979044260 creator A5077862670 @default.
• W1979044260 date "2005-05-01" @default.
• W1979044260 modified "2023-10-14" @default.
• W1979044260 title "Self-organized criticality and stock market dynamics: an empirical study" @default.
• W1979044260 cites W1491589246 @default.
• W1979044260 cites W1680014284 @default.
• W1979044260 cites W1966151890 @default.
• W1979044260 cites W1975405936 @default.
• W1979044260 cites W1992486042 @default.
• W1979044260 cites W1993805072 @default.
• W1979044260 cites W1999119996 @default.
• W1979044260 cites W2008879046 @default.
• W1979044260 cites W2009831767 @default.
• W1979044260 cites W2013947529 @default.
• W1979044260 cites W2017307806 @default.
• W1979044260 cites W2018535506 @default.
• W1979044260 cites W2024448373 @default.
• W1979044260 cites W2024889906 @default.
• W1979044260 cites W2027154950 @default.
• W1979044260 cites W2044279459 @default.
• W1979044260 cites W2046872524 @default.
• W1979044260 cites W2056093121 @default.
• W1979044260 cites W2056293509 @default.
• W1979044260 cites W2059797628 @default.
• W1979044260 cites W2063088367 @default.
• W1979044260 cites W2063615912 @default.
• W1979044260 cites W2070466363 @default.
• W1979044260 cites W2075514521 @default.
• W1979044260 cites W2080975326 @default.
• W1979044260 cites W2084161620 @default.
• W1979044260 cites W2085125074 @default.
• W1979044260 cites W2091164728 @default.
• W1979044260 cites W2098914003 @default.
• W1979044260 cites W2137503421 @default.
• W1979044260 cites W3098142314 @default.
• W1979044260 cites W3099647091 @default.
• W1979044260 cites W3106179209 @default.
• W1979044260 cites W3125788250 @default.
• W1979044260 cites W3166697022 @default.
• W1979044260 cites W4235578559 @default.
• W1979044260 doi "https://doi.org/10.1016/j.physa.2004.11.061" @default.
• W1979044260 hasPublicationYear "2005" @default.
• W1979044260 type Work @default.
• W1979044260 sameAs 1979044260 @default.
• W1979044260 citedByCount "29" @default.
• W1979044260 countsByYear W19790442602012 @default.
• W1979044260 countsByYear W19790442602016 @default.
• W1979044260 countsByYear W19790442602017 @default.
• W1979044260 countsByYear W19790442602018 @default.
• W1979044260 countsByYear W19790442602020 @default.
• W1979044260 countsByYear W19790442602021 @default.
• W1979044260 countsByYear W19790442602022 @default.
• W1979044260 countsByYear W19790442602023 @default.
• W1979044260 crossrefType "journal-article" @default.
• W1979044260 hasAuthorship W1979044260A5024337039 @default.
• W1979044260 hasAuthorship W1979044260A5035113414 @default.
• W1979044260 hasAuthorship W1979044260A5077862670 @default.
• W1979044260 hasBestOaLocation W19790442603 @default.
• W1979044260 hasConcept C103200210 @default.
• W1979044260 hasConcept C105795698 @default.
• W1979044260 hasConcept C121332964 @default.
• W1979044260 hasConcept C121864883 @default.
• W1979044260 hasConcept C125611927 @default.
• W1979044260 hasConcept C127313418 @default.
• W1979044260 hasConcept C149782125 @default.
• W1979044260 hasConcept C151730666 @default.
• W1979044260 hasConcept C154945302 @default.
• W1979044260 hasConcept C162324750 @default.
• W1979044260 hasConcept C185544564 @default.
• W1979044260 hasConcept C2777052490 @default.
• W1979044260 hasConcept C2780299701 @default.
• W1979044260 hasConcept C2780762169 @default.
• W1979044260 hasConcept C29912722 @default.
• W1979044260 hasConcept C33923547 @default.
• W1979044260 hasConcept C41008148 @default.
• W1979044260 hasConcept C52359947 @default.
• W1979044260 hasConcept C57879066 @default.
• W1979044260 hasConcept C76563973 @default.
• W1979044260 hasConcept C87040749 @default.
• W1979044260 hasConceptScore W1979044260C103200210 @default.
• W1979044260 hasConceptScore W1979044260C105795698 @default.
• W1979044260 hasConceptScore W1979044260C121332964 @default.
• W1979044260 hasConceptScore W1979044260C121864883 @default.
• W1979044260 hasConceptScore W1979044260C125611927 @default.
• W1979044260 hasConceptScore W1979044260C127313418 @default.
• W1979044260 hasConceptScore W1979044260C149782125 @default.
• W1979044260 hasConceptScore W1979044260C151730666 @default.
• W1979044260 hasConceptScore W1979044260C154945302 @default.
• W1979044260 hasConceptScore W1979044260C162324750 @default.
• W1979044260 hasConceptScore W1979044260C185544564 @default.
• W1979044260 hasConceptScore W1979044260C2777052490 @default.
• W1979044260 hasConceptScore W1979044260C2780299701 @default.
• W1979044260 hasConceptScore W1979044260C2780762169 @default.
• W1979044260 hasConceptScore W1979044260C29912722 @default.

• next