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Scaling laws and the modern city

Autor
Isalgue, A.; Coch, H.; Serra, R.
Tipus d'activitat
Article en revista
Revista
Physica A: statistical mechanics and its applications
Data de publicació
2007-08
Volum
382
Número
2
Pàgina inicial
643
Pàgina final
649
DOI
https://doi.org/10.1016/j.physa.2007.04.019 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/19147 Obrir en finestra nova
URL
http://www.sciencedirect.com/science/article/pii/S0378437107003834 Obrir en finestra nova
Resum
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) futures from which the logarithmic increments, volatilities, and traded volumes are estimated over a specific time lag. In this study, the logarithmic increment of futures prices has no long-memory property, while the volatility and the traded volume exhibit the existence of the long-memory property. To analyze and calculate whether the volatility clustering is due to a inherent higher-order correla...
Citació
Isalgue, A.; Coch, H.; Serra, R. Scaling laws and the modern city. "Physica A. Statistical mechanics and its applications", Agost 2007, vol. 382, núm. 2, p. 643-649.
Paraules clau
Cities, Complex systems, Scaling laws, Transportation
Grup de recerca
AIEM - Arquitectura, energia i medi ambient

Participants