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    Analysis of the efficiency of the Shanghai stock market: A volatility perspective (English)

    In: PHYSICA A ; 390 , 20 ; 3486-3495  ; 2011
    • ISSN:
      0378-4371
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    Table of contents – Volume 390, Issue 20

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    The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.

    3189
    The growth statistics of Zipfian ensembles: Beyond Heaps’ law
    Eliazar, Iddo et al. | 2011
    3204
    The random field Ising model with an asymmetric and anisotropic bimodal probability distribution
    Hadjiagapiou, Ioannis A. et al. | 2011
    3216
    Steady-state heat conduction in quiescent fluids: Incompleteness of the Navier–Stokes–Fourier equations
    Brenner, Howard et al. | 2011
    3245
    Microphase separation in polydisperse miktoarm star copolymers
    Aliev, M.A. / Kuzminyh, N.Yu. et al. | 2011
    3262
    Stochastic resonance, reverse-resonance and stochastic multi-resonance in an underdamped quartic double-well potential with noise and delay
    Du, Lu-Chun / Mei, Dong-Cheng et al. | 2011
    3267
    An interplay model for authorities’ actions and rumor spreading in emergency event
    Huo, Liang-an / Huang, Peiqing / Fang, Xing et al. | 2011
    3275
    Dynamic properties in an endoreversible Curzon–Ahlborn engine using a van der Waals gas as working substance
    Páez-Hernández, R. / Ladino-Luna, D. / Portillo-Díaz, P. et al. | 2011
    3283
    Dynamic phase transitions in the kinetic spin-1 Blume–Capel model on the Bethe lattice
    Deviren, Seyma Akkaya / Albayrak, Erhan et al. | 2011
    3290
    Quasi-stationary chaotic states in multi-dimensional Hamiltonian systems
    Antonopoulos, Ch. / Bountis, T. / Basios, V. et al. | 2011
    3308
    Simultaneous establishing of stationary growth rate and composition of supercritical droplets at isothermal binary condensation in the diffusion-controlled regime
    Kuchma, Anatoly E. / Shchekin, Alexander K. / Kuni, Fedor M. et al. | 2011
    3317
    On the BCH formula of Rezek and Kosloff
    Naudts, Jan / O’Kelly de Galway, Winny et al. | 2011
    3320
    Theoretical study of the decaying convective turbulence in a shear-buoyancy PBL
    Kipper, C.J. / Goulart, A. / Degrazia, G. / Vilhena, M.T. / Soares, P.M. et al. | 2011
    3329
    Modeling of the non-equilibrium effects by high electric fields in small semiconductor devices
    Rossani, A. et al. | 2011
    3337
    Boundary correlation functions of the six and nineteen vertex models with domain wall boundary conditions
    Motegi, Kohei et al. | 2011
    3348
    Time-dependent Ginzburg–Landau equation in a car-following model considering the driver’s physical delay
    Ge, Hong-xia / Meng, Xiang-pei / Cheng, Rong-jun / Lo, Siu-Ming et al. | 2011
    3354
    Quiescent cells: A natural way to resist chemotherapy
    Menchón, S.A. / Condat, C.A. et al. | 2011
    3362
    Impact of the honk effect on the stability of traffic flow
    Tang, T.Q. / Li, C.Y. / Wu, Y.H. / Huang, H.J. et al. | 2011
    3369
    Scaling properties of the Baxter–Wu model
    Velonakis, I.N. / Martinos, S.S. et al. | 2011
    3385
    Path integral approach to the full Dicke model
    Alcalde, M. Aparicio / Pimentel, B.M. et al. | 2011
    3397
    Radial anomalous diffusion in an annulus
    Wang, Shaowei / Zhao, Moli / Li, Xicheng et al. | 2011
    3404
    Effect of particle size distribution and dynamics on the performance of two-dimensional packing
    Vieira, M. Carvalho / Gomes, M.A.F. / de Lima, J.P. et al. | 2011
    3412
    Discovery of a missing disease spreader
    Maeno, Yoshiharu et al. | 2011
    3427
    Distinguishing manipulated stocks via trading network analysis
    Sun, Xiao-Qian / Cheng, Xue-Qi / Shen, Hua-Wei / Wang, Zhao-Yang et al. | 2011
    3435
    A unified model for price return distributions used in econophysics
    Bucsa, G. / Jovanovic, F. / Schinckus, C. et al. | 2010
    3444
    Market volatility modeling for short time window
    de Mattos Neto, Paulo S.G. / Silva, David A. / Ferreira, Tiago A.E. / Cavalcanti, George D.C. et al. | 2011
    3454
    Hierarchical structure of Turkey’s foreign trade
    Kantar, Ersin / Deviren, Bayram / Keskin, Mustafa et al. | 2011
    3477
    Emergent cooperation amongst competing agents in minority games
    Dhar, Deepak / Sasidevan, V. / Chakrabarti, Bikas K. et al. | 2011
    3486
    Analysis of the efficiency of the Shanghai stock market: A volatility perspective
    Lin, Xiaoqiang / Fei, Fangyu / Wang, Yudong et al. | 2011
    3496
    Efficient promotion strategies in hierarchical organizations
    Pluchino, Alessandro / Rapisarda, Andrea / Garofalo, Cesare et al. | 2011
    3512
    Multifractal detrending moving average analysis on the US Dollar exchange rates
    Wang, Yudong / Wu, Chongfeng / Pan, Zhiyuan et al. | 2011
    3524
    Calibration of a stochastic health evolution model using NHIS data
    Gupta, Aparna / Li, Zhisheng et al. | 2010
    3541
    Scaling analysis of phase fluctuations in experimental three-phase flows
    Gao, Zhong-Ke / Jin, Ning-De et al. | 2011
    3551
    Fluctuation analysis of the time dynamics of laser distance data measured in the medieval Jeroným Mine (Czech Republic)
    Telesca, Luciano / Lovallo, Michele / Kaláb, Zdenek / Lednická, Marketa et al. | 2011
    3551
    Fluctuation analysis of the time dynamics of laser distance data measured in the medieval Jeronym Mine (Czech Republic)
    Telesca, L. / Lovallo, M. / Kalab, Z. / Lednicka, M. et al. | 2011
    3558
    Phase coexistence induced by a defensive reaction in a cellular automaton traffic flow model
    Neto, J.P.L. / Lyra, M.L. / da Silva, C.R. et al. | 2011
    3566
    Generalized thermodynamic uncertainty relations
    Wilk, G. / Włodarczyk, Z. et al. | 2011
    3573
    Epidemic spreading in a finite-precision BA model
    Ababou, M. / Vandewalle, N. / Moussa, N. / El Bouziani, M. / Ludewig, F. et al. | 2011
    3579
    A validity index approach for network partitions
    Liu, Jian / Li, Tiejun et al. | 2011
    3592
    Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index
    Xie, Wen-Jie / Zhou, Wei-Xing et al. | 2011
    3602
    Understanding how both the partitions of a bipartite network affect its one-mode projection
    Mukherjee, Animesh / Choudhury, Monojit / Ganguly, Niloy et al. | 2011
    3608
    Universal fractal scaling of self-organized networks
    Laurienti, Paul J. / Joyce, Karen E. / Telesford, Qawi K. / Burdette, Jonathan H. / Hayasaka, Satoru et al. | 2011
    3614
    The role of syntax in complex networks: Local and global importance of verbs in a syntactic dependency network
    Čech, Radek / Mačutek, Ján / Žabokrtský, Zdeněk et al. | 2011
    3624
    Erratum to “Jam emergence on a circular track in a car-following model” [Physica A 390 (2011) 943]
    Davis, L.C. et al. | 2011
    3625
    Corrigendum to “Navigation in large subway networks: An informational approach” [Physica A 390 (2011) 374–386]
    Barberillo, Josep / Saldaña, Joan et al. | 2011
    IFC
    Editorial Board
    | 2011

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