89 citations · 201 across the 6 of their papers we have counts for
Showing physics.data-anShow all
2 papers · 1 filter
physics.data-an2007★ 7 cited
Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudes
Silvio M. Duarte Queiros, Luis G. Moyano
In this article we analyse linear correlation and non-linear dependence of traded volume, , of the 30 constituents of Dow Jones Industrial Average at different value scales. Spe…
physics.data-an2005
On the multi-fractal structure of traded volume in financial markets
L. G. Moyano, J. de Souza, S. M. Duarte Queiros
In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-l…