Reference : Coherent and random sequences in financial fluctuations

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Physics
	To cite this reference:	http://hdl.handle.net/2268/17992

Title :	Coherent and random sequences in financial fluctuations
Language :	English
Author, co-author :	Vandewalle, Nicolas [Université de Liège - ULg > Département de physique > Physique statistique >]
	Ausloos, Marcel [Université de Liège - ULg > Département de physique > Physique statistique appliquée et des matériaux - S.U.P.R.A.S. >]
Publication date :	1-Dec-1997
Journal title :	Physica A: Statistical Mechanics and its Applications
Volume :	246
Issue/season :	3-4
Pages :	454-459
ISSN :	0378-4371
Abstract :	[en] The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are surprisingly similar to those for DNA sequences which appeared as a mosaic of coding and non-coding patches.
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/2268/17992

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