Title of article
Coherent and random sequences in financial fluctuations
Author/Authors
N. Vandewalle، نويسنده , , S. A. Sergeenkov and M. Ausloos ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
6
From page
454
To page
459
Abstract
The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to those for DNA sequences which appeared as a mosaic of coding and non-coding patches
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
1997
Journal title
Physica A Statistical Mechanics and its Applications
Record number
864963
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