Physica A Statistical Mechanics and its Applications · 2005 · 25 citations · 27 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsStatisticsAsset Pricing EmpiricsBayesian EconometricsCapital MarketsEquity MarketsFinancial MathematicsStock MarketsBayesian Inverse ProblemsCointegration In Financial MarketsInverse VariationNoise-corrected Estimation
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The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations
Engineering, Economics, Finance +11
Empirical properties of asset returns: stylized facts and statistical issues
Rama Cont · Quantitative Finance · 2001 · 3.2K citations
Applied Smoothing Techniques for Data Analysis
Richard D. DeVeaux, Adrian Bowman, Adelchi Azzalini · Technometrics · 1999 · 948 citations
Turbulent cascades in foreign exchange markets
Shoaleh Ghashghaie, Wolfgang Breymann, Joachim Peinke et al. · Nature · 1996 · 644 citations · Full text