Non-Gaussianity effects in petrophysical quantities
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2013.06.031
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Bacry, E. & Delour, J. & Muzy, J.F., 2001. "Modelling financial time series using multifractal random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 84-92.
- King, Peter R. & Jr., José S.Andrade & Buldyrev, Sergey V. & Dokholyan, Nikolay & Lee, Youngki & Havlin, Shlomo & Stanley, H.Eugene, 1999. "Predicting oil recovery using percolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 266(1), pages 107-114.
- G. R. Jafari & M. Sadegh Movahed & P. Noroozzadeh & A. Bahraminasab & Muhammad Sahimi & F. Ghasemi & M. Reza Rahimi Tabar, 2007. "Uncertainty in the Fluctuations of the Price of Stocks," Papers 0706.1460, arXiv.org.
- Corso, G. & Kuhn, P.S. & Lucena, L.S. & Thomé, Z.D., 2003. "Seismic ground roll time–frequency filtering using the gaussian wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 318(3), pages 551-561.
- Ferreira, R.B. & Vieira, V.M. & Gleria, Iram & Lyra, M.L., 2009. "Correlation and complexity analysis of well logs via Lyapunov, Hurst, Lempel–Ziv and neural network algorithms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(5), pages 747-754.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Reza Hosseini & Samin Tajik & Zahra Koohi Lai & Tayeb Jamali & Emmanuel Haven & G. Reza Jafari, 2022. "Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets," Papers 2204.11203, arXiv.org.
- Xavier Brouty & Matthieu Garcin, 2023. "Fractal properties, information theory, and market efficiency," Working Papers hal-04138656, HAL.
- Fyodorov, Yan V. & Giraud, Olivier, 2015. "High values of disorder-generated multifractals and logarithmically correlated processes," Chaos, Solitons & Fractals, Elsevier, vol. 74(C), pages 15-26.
- Wei, Yu & Wang, Yudong & Huang, Dengshi, 2011. "A copula–multifractal volatility hedging model for CSI 300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4260-4272.
- Rami Ahmad El-Nabulsi & Waranont Anukool, 2025. "Qualitative financial modelling in fractal dimensions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-47, December.
- Ganjeh-Ghazvini, Mostafa & Masihi, Mohsen & Ghaedi, Mojtaba, 2014. "Random walk–percolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 214-221.
- Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018. "Multiplicative random cascades with additional stochastic process in financial markets," Papers 1809.00820, arXiv.org.
- Dremin, I.M. & Leonidov, A.V., 2005. "On distribution of number of trades in different time windows in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 388-402.
- Syed Moudud-Ul-Huq & Md. Shahriar Rahman, 2025. "Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1643-1705, March.
- Marinho, E.B.S. & Sousa, A.M.Y.R. & Andrade, R.F.S., 2013. "Using Detrended Cross-Correlation Analysis in geophysical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2195-2201.
- Christian M. Hafner, 2012.
"Cross-correlating wavelet coefficients with applications to high-frequency financial time series,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(6), pages 1363-1379, December.
- Hafner, Christian, 2012. "Cross-correlating wavelet coefficients with applications to high-frequency financial time series," LIDAM Reprints ISBA 2012027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Giuseppe Brandi & T. Di Matteo, 2022. "Multiscaling and rough volatility: an empirical investigation," Papers 2201.10466, arXiv.org.
- Sadeghnejad, S. & Masihi, M. & King, P.R., 2013. "Dependency of percolation critical exponents on the exponent of power law size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6189-6197.
- Yang, Yujun & Li, Jianping & Yang, Yimei, 2017. "The cross-correlation analysis of multi property of stock markets based on MM-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 23-33.
- Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.
- Zunino, Luciano & Figliola, Alejandra & Tabak, Benjamin M. & Pérez, Darío G. & Garavaglia, Mario & Rosso, Osvaldo A., 2009. "Multifractal structure in Latin-American market indices," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2331-2340.
- Safdari, H. & Hosseiny, A. & Vasheghani Farahani, S. & Jafari, G.R., 2016. "A picture for the coupling of unemployment and inflation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 744-750.
- Choi, Sun-Yong, 2021. "Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
- Zunino, L. & Tabak, B.M. & Figliola, A. & Pérez, D.G. & Garavaglia, M. & Rosso, O.A., 2008. "A multifractal approach for stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6558-6566.
- Othmane Zarhali & Cecilia Aubrun & Emmanuel Bacry & Jean-Philippe Bouchaud & Jean-Franc{c}ois Muzy, 2025. "A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities," Papers 2505.02678, arXiv.org, revised Jun 2026.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:392:y:2013:i:20:p:5132-5137. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/phsmap/v392y2013i20p5132-5137.html