127 citations · 501 across the 23 of their papers we have counts for
Showing 2003 · cond-matShow all
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cond-mat2003★ 127 cited
Dynamical model and nonextensive statistical mechanics of a market index on large time windows
Marcel Ausloos, Kristinka Ivanova
The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing…
cond-mat2003★ 3 cited
Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD
M. Ausloos, K. Ivanova
The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Ar…