48 citations · 52 across the 7 of their papers we have counts for
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q-fin.ST2015
Analyses of Statistical Structures in Economic Indices
Frank W. K. Firk
The complex, time-dependent statistical structures observed in the Dow Jones Industrial Average on a typical trading day are modeled with Lorentzian functions. The resonant-like st…
q-fin.ST2012
A Multi-Level Lorentzian Analysis of the Basic Structures of the Daily DJIA
Frank W. K. Firk
A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of th…