1.
Title: VOLATILITY DYNAMICS OF WAVELET-FILTERED STOCK PRICES Authors: I.M. Dremin, A.V. Leonidov.
DOI 10.1007/s11953-008-1001-7 Abstract: Nontrivial mixture of long-range correlations and noise is one of the characteristic features of the dynamics of complex systems. Filtering of noise in such systems presents a difficult challenge. In the present paper this problem is studied by the example of volatility dynamics of wavelet-filtered stock price time series. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of long-range memory in the volatility dynamics of denoised series are noticeably different from those of the raw data and the noise.
2.
Title: STUDY OF CHARACTERISTICS
OF AN ELECTROMAGNETIC CALORIMETER BASED ON PbWO4 CRYSTALS Authors: E.G. Devitsin, V.A. Kozlov, V.. Corbel, S.Y. Potashov, A.R. Terkulov.
DOI Abstract:
3.
Title: GENERALIZED GOR'KOV RELATION
FOR TWO-BAND SUPERCONDUCTOR MgB2 Authors: N.P. Shabanova, A.I. Golovashkin, A.V. Varlashkin.
DOI Abstract:
4.
Title: DISTRIBUTION OF THE COULOMB MICROFIELD WITHIN AN ION CLUSTER Authors: S.A. Mayorov, A.A. Shcherbakov.
DOI Abstract:
5.
Title: REFLECTION MATRIX IN MAGNETO-OPTICS OF MULTILAYER STRUCTURES Authors: N.F. Kubrakov.
DOI Abstract:
6.
Title: DECREASE IN THE STATIC ELECTRIC GAS BREAKDOWN VOLTAGE
IN THE PRESENCE OF FREE ELECTRONS IN A DISCHARGE GAP Authors: U.. Yusupaliev, V.G. Elenskii.
DOI Abstract:
7.
Title: GROUND STATE ENERGY OF CURRENT CARRIERS IN GRAPHENE Authors: P.V. Ratnikov, A.P. Silin.
DOI Abstract:
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