2 papers
q-fin.ST2011
Factorial Moments in Complex Systems
Laurent Schoeffel
Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution () becomes small. They include all correlat…
q-fin.ST2011
Intermittency in Quantitative Finance
Laurent Schoeffel
Factorial moments are convenient tools in nuclear physics to characterize the multiplicity distributions when phase-space resolution () becomes small. For uncorrelated particle…