M. Garavaglia

A multifractal approach for stock market inefficiency

Luciano Zunino, Benjamin Miranda Tabak, A. Figliola et al. · Physica A Statistical Mechanics and its Applications · 2008 · 307 citations · Full text

Business, Finance, Financial Management +13

Multifractal structure in Latin-American market indices

Luciano Zunino, A. Figliola, Benjamin Miranda Tabak et al. · Chaos Solitons & Fractals · 2008 · 111 citations · Full text

Social Sciences, Business Economics, Economics +9

Permutation entropy of fractional Brownian motion and fractional Gaussian noise

Luciano Zunino, Darı́o G. Pérez, María T. Martín et al. · Physics Letters A · 2008 · 102 citations · Full text

Natural Sciences, Physics, Probability Theory +13

Fractional Brownian motion, fractional Gaussian noise, and Tsallis permutation entropy

Luciano Zunino, Darı́o G. Pérez, A.M. Kowalski et al. · Physica A Statistical Mechanics and its Applications · 2008 · 86 citations · Full text

Natural Sciences, Mathematics, Physics +12

Wavelet entropy of stochastic processes

Luciano Zunino, Darı́o G. Pérez, M. Garavaglia et al. · Physica A Statistical Mechanics and its Applications · 2007 · 80 citations · Full text

Engineering, Mathematics, Physics +12