Search results for "LONG-RANGE"
showing 4 items of 54 documents
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
2016
Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…
"Figure 2" of "Measurement of long-range angular correlation and quadrupole anisotropy of pions and (anti)protons in central $d+$Au collisions at $\s…
2023
$c_2$ ($p_T$) for track lower-tower pairs from 0-5% $d$+Au collisions and $c_2$ ($p_T$) for pairs in minimum bias $p$+$p$ collisions times the dilution factor.
"Figure 4b" of "Measurement of long-range angular correlation and quadrupole anisotropy of pions and (anti)protons in central $d+$Au collisions at $\…
2023
Measured $v_2$ ($p_T$) for identified pions, each charged combined, 0-5% central $d$+Au collisions at RHIC.
"Figure 3" of "Measurement of long-range angular correlation and quadrupole anisotropy of pions and (anti)protons in central $d+$Au collisions at $\s…
2023
Measured $v_2$ for midrapidity charged tracks in 0-5% central $d$+Au at $\sqrt{s_{NN}}$ = 200 GeV using the event plane method.