Registro completo de metadatos
| Campo DC | Valor | Lengua/Idioma |
|---|---|---|
| dc.provenance | CONICET | - |
| dc.creator | Ferraro, Marta Beatriz | - |
| dc.creator | Furman, Nicolas | - |
| dc.creator | Liu, Yang | - |
| dc.creator | Mariani, Maria Cristina | - |
| dc.creator | Rial, Diego Fernando | - |
| dc.date | 2019-03-18T15:09:20Z | - |
| dc.date | 2019-03-18T15:09:20Z | - |
| dc.date | 2006-12 | - |
| dc.date | 2019-03-15T18:50:44Z | - |
| dc.date.accessioned | 2019-04-29T15:44:34Z | - |
| dc.date.available | 2019-04-29T15:44:34Z | - |
| dc.date.issued | 2006-12 | - |
| dc.identifier | Ferraro, Marta Beatriz; Furman, Nicolas; Liu, Yang; Mariani, Maria Cristina; Rial, Diego Fernando; Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 359; 1-4; 12-2006; 576-588 | - |
| dc.identifier | 0378-4371 | - |
| dc.identifier | http://hdl.handle.net/11336/71833 | - |
| dc.identifier | CONICET Digital | - |
| dc.identifier | CONICET | - |
| dc.identifier.uri | http://rodna.bn.gov.ar:8080/jspui/handle/bnmm/300845 | - |
| dc.description | This work is devoted to the study of the relation between intermittence and scale invariance. We find the conditions that a function in which both effects are present must satisfy, and we analyze the relation with characteristic scales. We present an efficient method that detects characteristic scales in different systems. Finally we develop a model that predicts the existence of intermittence and characteristic scales in the behavior of a financial index near a crash, and we apply the model to the analysis of several financial indices. © 2005 Elsevier B.V. All rights reserved. | - |
| dc.description | Fil: Ferraro, Marta Beatriz. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina | - |
| dc.description | Fil: Furman, Nicolas. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina | - |
| dc.description | Fil: Liu, Yang. New Mexico State University Las Cruces; México | - |
| dc.description | Fil: Mariani, Maria Cristina. New Mexico State University Las Cruces; México | - |
| dc.description | Fil: Rial, Diego Fernando. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina | - |
| dc.format | application/pdf | - |
| dc.format | application/pdf | - |
| dc.language | eng | - |
| dc.publisher | Elsevier Science | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.physa.2005.04.034 | - |
| dc.rights | info:eu-repo/semantics/restrictedAccess | - |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ | - |
| dc.source | reponame:CONICET Digital (CONICET) | - |
| dc.source | instname:Consejo Nacional de Investigaciones Científicas y Técnicas | - |
| dc.source | instacron:CONICET | - |
| dc.source.uri | http://hdl.handle.net/11336/71833 | - |
| dc.subject | ECONOPHYSICS | - |
| dc.subject | INTERMITTENCE | - |
| dc.subject | LATIN AMERICAN INDICES | - |
| dc.subject | SCALE INVARIANCE | - |
| dc.subject | STOCK MARKET PRICES | - |
| dc.subject | Astronomía | - |
| dc.subject | Ciencias Físicas | - |
| dc.subject | CIENCIAS NATURALES Y EXACTAS | - |
| dc.title | Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/publishedVersion | - |
| dc.type | info:ar-repo/semantics/articulo | - |
| Aparece en las colecciones: | CONICET | |
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