1. L.F. Costa, O.N. Oliveira, G. Travieso, F.A. Rodrigues, P.R.V. Boas, L. Antiqueira, M.P. Viana, L.E.C. da Rocha, Adv. Phys.
60, 329 (2011)
ADSCrossRefGoogle Scholar
2. A.L. Barabási, E. Ravasz, Z. Oltvai, in
Statistical Mechanics of Complex Networks, edited by R. Pastoras-Satorras, M. Rubi, A. Diaz-Guilera (Springer, Berlin, 2003)
Google Scholar3.
3. M.M. Dacorogna, R. Gençay, U.A. Müller, R.B. Olsen, O.V. Pictet,
An Introduction to High-Frequency Finance (Academic Press, San Diego, 2001)
Google Scholar
4. R.S. Tsay,
Analysis of Financial Time Series (Wiley, Hoboken, 2010)
Google Scholar
5. C. Beck, E.G.D. Cohen, Physica A
322, 267 (2003)
ADSCrossRefzbMATHMathSciNetGoogle Scholar
6. C. Beck, Philos. Trans. R. Soc. A
369, 453 (2011)
ADSCrossRefzbMATHGoogle Scholar
7. D.N. Sob’yanin, Phys. Rev. E
84, 051128 (2011)
ADSCrossRefGoogle Scholar
8. C. Beck, Braz. J. Phys.
39, 357 (2009)
ADSCrossRefGoogle Scholar
9. C. Beck, Phys. Rev. Lett.
98, 064502 (2007)
ADSCrossRefGoogle Scholar
10. J. Gao, Y. Cao, W. Tung, J. Hu,
Multiscale Analysis of Complex Time Series (Wiley, Hoboken, 2007)
Google Scholar
11. D.B. Percival, A.T. Walden,
Wavelet Methods for Time Series Analysis (Cambridge University Press, Cambridge, 2000)
Google Scholar
12. N.E. Huang, Z. Shen, S.R. Long, M.C. Wu, H.H. Shih, Q. Zheng, N.C. Yen, C.C. Tung, H.H. Liu, Proc. R. Soc. London A
454, 903 (1998)
ADSCrossRefzbMATHMathSciNetGoogle Scholar13.
13. R. Cont, Quant. Financ.
1, 223 (2001)
CrossRefGoogle Scholar
14. S.J. Taylor,
Asset Price Dynamics, Volatility, and Prediction (Princeton University Press, Princeton, 2007)
Google Scholar
15. E. Van der Straeten, C. Beck, Phys. Rev. E
80, 036108 (2009)
ADSCrossRefGoogle Scholar16. A. Gerig, J. Vicente, M.A. Fuentes, Phys. Rev. E
80, 065102 (2009)
ADSCrossRefGoogle Scholar
17. C. Vamoş, M. Crăciun, Phys. Rev. E
81, 051125 (2010)
ADSCrossRefGoogle Scholar
18. C. Vamoş, M. Crăciun, Eur. Phys. J. B
86, 166 (2013)
ADSCrossRefGoogle Scholar
19. Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, H.E. Stanley, Phys. Rev. E
60, 1390 (1999)
ADSCrossRefGoogle Scholar
20. C. Vamoş, M. Crăciun,
Automatic Trend Estimation (Springer, Dordrecht, 2012)
Google Scholar
21. P. Chaudhuri, J.S. Marron, J. Am. Stat. Assoc.
94, 807 (1999)
CrossRefzbMATHMathSciNetGoogle Scholar
22. C. Vamoş, Phys. Rev. E
75, 036705 (2007)
ADSCrossRefGoogle Scholar
23. J.A. Schumpeter,
Business Cycles. A Theoretical, Historical and Statistical Analysis of the Capitalist Process (McGraw-Hill, New York, 1939)
Google Scholar
24. P.J. Brockwell, R.A. Davies,
Time Series: Theory and Methods (Springer-Verlag, New York, 1996)
Google Scholar
25. S. Van Bellegem, in
Wiley Handbook in Financial Engineering and Econometrics: Volatility Models and Their Applications, edited by L. Bauwens, C. Hafner, S. Laurent (Wiley, New York, 2011)
Google Scholar
26. R.F. Engle, J.G. Rangel, Rev. Financ. Stud.
21, 1187 (2008)
CrossRefGoogle Scholar
27. J. Voit,
The Statistical Mechanics of Financial Markets (Springer, Berlin, 2005)
Google Scholar
28. S.I. Resnick,
Heavy tails Phenomena. Probabilistic and Statistical Modeling (Springer, New York, 2007)
Google Scholar
29. C.C. Heyde, S.G. Kou, Oper. Res. Lett.
32, 399 (2004)
CrossRefzbMATHMathSciNetGoogle Scholar
30. J.P. Onnela, A. Chakraborti, K. Kaski, J. Kertész, A. Kanto, Phys. Rev. E
68, 056110 (2003)
ADSCrossRefGoogle Scholar
31. M. McDonald, O. Suleman, S. Williams, S. Howison, N.F. Johnson, Phys. Rev. E
77, 046110 (2008)
ADSCrossRefGoogle Scholar
32. T.K.D. Peron, F.A. Rodrigues, Europhys. Lett.
96, 48004 (2011)
ADSCrossRefGoogle Scholar
33. A. Arenas, A. Díaz-Guilera, J. Kurths, Y. Moreno, C. Zhou, Phys. Rep.
469, 93 (2008)
ADSCrossRefMathSciNetGoogle Scholar
34. M.E.J. Newman, Contemp. Phys.
46, 323 (2005)
ADSCrossRefGoogle Scholar
35. S. Gheorghiu, M.-O. Coppens, Proc. Natl. Acad. Sci.
101, 15852 (2004)
ADSCrossRefGoogle Scholar
36. P. Gopikrishnan, V. Plerou, L.A.N. Amaral, M. Meyer, H.E. Stanley, Phys. Rev. E
60, 5305 (1999)
ADSCrossRefGoogle Scholar
37. V. Plerou, P. Gopikrishnan, L.A.N. Amaral, M. Meyer, H.E. Stanley, Phys. Rev. E
60, 6519 (1999)
ADSCrossRefGoogle Scholar