89 citations · 201 across the 6 of their papers we have counts for
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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…
cond-mat.stat-mech2005★ 89 cited
Numerical indications of a q-generalised central limit theorem
Luis G. Moyano, Constantino Tsallis, Murray Gell-Mann
We provide numerical indications of the -generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on binary…