6 citations · 12 across the 5 of their papers we have counts for
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q-fin.ST2008★ 6 cited
Probability of Large Movements in Financial Markets
Robert Kitt, Maksim Sakki, Jaan Kalda
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inve…
physics.comp-ph2008
Efficient method of finding scaling exponents from finite-size Monte-Carlo simulations
Jaan Kalda
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often di…