{
  "id": "cond-mat/0007385",
  "version": "v1",
  "published": "2000-07-25T12:50:32.000Z",
  "updated": "2000-07-25T12:50:32.000Z",
  "title": "Scaling and Multi-scaling in Financial Markets",
  "authors": [
    "Giulia Iori"
  ],
  "comment": "Paper presented at the Disordered and Complex Systems s conference, King's College London, July 2000",
  "doi": "10.1063/1.1358199",
  "categories": [
    "cond-mat.stat-mech",
    "q-fin.ST"
  ],
  "abstract": "This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a possible explanation for the complex dynamics of markets' returns. Scaling and multi-scaling analysis performed on the simulated data is in good quantitative agreement with the empirical results.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2000-07-25T12:50:32.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "89.65.Gh"
    ],
    "keywords": [
      "financial markets",
      "multi-scaling",
      "complex dynamics",
      "paper reviews",
      "microscopic model"
    ],
    "tags": [
      "conference paper",
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2001AIPC..553..297I"
    }
  }
}