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20052009
most citedDiffusion entropy analysis on the scaling behavior of financial markets

33 citations · 124 across the 7 of their papers we have counts for

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physics.data-an2009★ 29 cited

Scaling and memory in recurrence intervals of Internet traffic

Shi-Min Cai, Zhong-Qian Fu, Tao Zhou +2

By studying the statistics of recurrence intervals, , between volatilities of Internet traffic rate changes exceeding a certain threshold , we find that the probability distr…