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Scaling laws and the modern city

Author
Isalgue, A.; Coch, H.; Serra, R.
Type of activity
Journal article
Journal
Physica A: statistical mechanics and its applications
Date of publication
2007-08
Volume
382
Number
2
First page
643
Last page
649
DOI
https://doi.org/10.1016/j.physa.2007.04.019 Open in new window
Repository
http://hdl.handle.net/2117/19147 Open in new window
URL
http://www.sciencedirect.com/science/article/pii/S0378437107003834 Open in new window
Abstract
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...
Citation
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.
Keywords
Cities, Complex systems, Scaling laws, Transportation
Group of research
AIEM - Architecture, energy and environment

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