Lévy models and scale invariance properties applied to Geophysics
In this work we study scale invariant functions and stochastic Lévy models and we apply them to geophysical data. We show that a pattern arises from the scale invariance property and Lévy flight models that may be used to estimate parameters related to some major event–major earthquakes.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 392 (2013)
Issue (Month): 4 ()
|Contact details of provider:|| Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mariani, M.C. & Liu, Y., 2007. "Normalized truncated Levy walks applied to the study of financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(2), pages 590-598.
- Ferraro, Marta & Furman, Nicolas & Liu, Yang & Mariani, Cristina & Rial, Diego, 2006. "Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 576-588.
- Mariani, Maria Cristina & Liu, Yang, 2006. "A new analysis of intermittence, scale invariance and characteristic scales applied to the behavior of financial indices near a crash," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 345-352.
- Mariani, M.C. & Bezdek, P. & Serpa, L. & Florescu, I., 2011. "Ising type models applied to Geophysics and high frequency market data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4396-4402.
- E. Barany & M. P. Beccar Varela & I. Florescu & I. Sengupta, 2012. "Detecting market crashes by analysing long-memory effects using high-frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 12(4), pages 623-634, April.
- Mariani, M.C. & Liu, Y., 2007. "A new analysis of the effects of the Asian crisis of 1997 on emergent markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 307-316.
- Sornette, Didier & Johansen, Anders, 1997. "Large financial crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 245(3), pages 411-422.
- Mariani, M.C. & Libbin, J.D. & Kumar Mani, V. & Beccar Varela, M.P. & Erickson, C.A. & Valles-Rosales, D.J., 2008. "Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1273-1282.
When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:392:y:2013:i:4:p:824-839. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
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 references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.