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Turbulence in financial markets: the surprising explanatory power of simple cascade models. (2001). Lux, Thomas.
In: Quantitative Finance.
RePEc:taf:quantf:v:1:y:2001:i:6:p:632-640.

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  1. Predicting foreign currency exchange rates using the numerical solution of the incompressible Navier–Stokes equations. (2020). Febriyanti, Marina ; Kartono, Agus ; Wahyudi, Setyanto Tri.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306221.

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  2. Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo.
    In: Papers.
    RePEc:arx:papers:1909.10807.

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  3. The market nanostructure origin of asset price time reversal asymmetry. (2019). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Papers.
    RePEc:arx:papers:1901.00834.

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  4. The market nanostructure origin of asset price time reversal asymmetry. (2018). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01966419.

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  5. The market nanostructure origin of asset price time reversal asymmetry. (2018). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Post-Print.
    RePEc:hal:journl:hal-01966419.

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  6. Incremental information of stock indicators. (2016). Vortelinos, Dimitrios I.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:79-97.

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  7. An application of econophysics to the history of economic thought: The analysis of texts from the frequency of appearance of key words. (2015). Trincado, Estrella ; Vindel, Jose Maria .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201551.

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  8. Multifractal models in finance: Their origin, properties, and applications. (2013). Segnon, Mawuli ; Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1860.

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  9. Economy with the time delay of information flow—The stock market case. (2012). Mikiewicz, Janusz .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:4:p:1388-1394.

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  10. The timing of information transmission in financial markets. (2010). Trincado, Estrella ; Vindel, Jose M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:24:p:5749-5758.

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  11. Self-referential behaviour, overreaction and conventions in financial markets. (2007). Bouchaud, Jean-Philippe ; Wyart, Matthieu .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:63:y:2007:i:1:p:1-24.

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  12. Are asset return tail estimations related to volatility long-range correlations?. (2006). Kozhemyak, Alexey ; Muzy, Jean-Franois ; Bacry, Emmanuel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:370:y:2006:i:1:p:119-126.

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  13. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Econometrics.
    RePEc:wpa:wuwpem:0503004.

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  14. The Dynamics of Financial Markets -- Mandelbrots multifractal cascades, and beyond. (2005). Zumbach, Gilles ; Borland, Lisa ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois .
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500061.

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  15. On a multi-timescale statistical feedback model for volatility fluctuations. (2005). Bouchaud, Jean-Philippe ; Borland, Lisa .
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500059.

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  16. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:4:p:827-851.

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  17. On a multi-timescale statistical feedback model for volatility fluctuations. (2005). J. -Ph. Bouchaud, ; Borland, L..
    In: Papers.
    RePEc:arx:papers:physics/0507073.

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  18. Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development. (2004). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Papers.
    RePEc:arx:papers:cond-mat/0403681.

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  19. The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting. (2003). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1123.

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  20. Self-referential behaviour, overreaction and conventions in financial markets. (2003). Bouchaud, Jean-Philippe ; Wyart, Matthieu .
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500020.

    Full description at Econpapers || Download paper

  21. Using the Scaling Analysis to Characterize Financial Markets. (2003). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Papers.
    RePEc:arx:papers:cond-mat/0302434.

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