93 citations · 258 across the 10 of their papers we have counts for
Showing 2006 · physics.data-anShow all
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physics.data-an2006★ 9 cited
Medium and Small Scale Analysis of Financial Data
Andreas P. Nawroth, Joachim Peinke
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays . The scale dependent beha…
physics.data-an2006★ 50 cited
Multiscale reconstruction of time series
A. P. Nawroth, J. Peinke
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the…