most citedStatistical properties of volatility return intervals of Chinese stocks

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physics.flu-dyn2008★ 14 cited

Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence

Chuang Liu, Zhi-Qiang Jiang, Fei Ren +1

We study the statistical properties of return intervals between successive energy dissipation rates above a certain threshold in three-dimensional fully developed turbulenc…