BULLETIN OF THE LEBEDEV PHYISICS INSTITUTE
P.N.Lebedev Physics Institute of the Russian Academy of sciences

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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: