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PHYSICAL REVIEW E 76, 016109 共2007兲 Relation between volatility correlations in financial markets and Omori processes occurring on all scales Philipp Weber,1,2 Fengzhong Wang,1 Irena Vodenska-Chitkushev,1 Shlomo Hav
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Document Date: 2007-07-26 10:56:22

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City

Tokyo / Köln / Ramat-Gan / Paris / /

Company

General Electric / AMEX / /

Country

Germany / United States / Israel / /

Currency

pence / /

Facility

Boston University / Bar-Ilan University / /

IndustryTerm

power law decay / power law autocorrelations / power law tails / power law exponent / power law ˜vPL / power law / e-print / power law n共t / power law fit / power law distribution / /

MarketIndex

S&P 500 / /

Organization

Center for Polymer Studies / Bar-Ilan University / Minerva Center / National Science Foundation / Merck Foundation / Boston University / Boston / Institut für Theoretische Physik / Department of Physics / U.S. Securities and Exchange Commission / /

Person

S. Havlin / B. Rosenow / M. Simons / P. Weber / L. Muchnik / J. F. Eichner / V. N. Livina / F. Wang / P. Gopikrishnan / V / B. Podobnik / A. Bunde / A. R. Gallant / R.N. Mantegna / K. Yamasaki / A. L. Goldberger / S. V. Buldyrev / F. Pammolli / J. W. Kantelhardt / Philipp Weber / I. Vodenska-Chitkushev / F. Lillo / K. Peng / R. Cont / Stanley / /

ProvinceOrState

Massachusetts / /

PublishedMedium

Physica A / /

Technology

simulation / /

SocialTag