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R. Kitt

4 papers hereh-index 5150 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech2
  • physics.soc-ph1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20042008
most citedProbability of Large Movements in Financial Markets

6 citations · 6 across the 1 of their papers we have counts for

collaborators
Showing 2004Show all

1 paper · 1 filter

cond-mat.stat-mech2004

Properties of low variability periods in financial time series

R. Kitt, J. Kalda

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability period…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.