Kaushik Matia
- Scale-dependent price fluctuations for the Indian stock market
2003/08/01 by Kaushik Matia, K Matia, Mukul Pal +5 · 3 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Statistical Mechanics and Entropy #Theoretical and Computational Physics #cond-mat.stat-mech #q-fin.ST
- Multifractal properties of price fluctuations of stocks and commodities
2003/02/01 by Kaushik Matia, Yosef Ashkenazy, H. Eugene Stanley · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #cond-mat.stat-mech #q-fin.ST