Scaling behaviour in the dynamics of an economic index

@article{Mantegna1995ScalingBI,
  title={Scaling behaviour in the dynamics of an economic index},
  author={Rosario N. Mantegna and Harry Eugene Stanley},
  journal={Nature},
  year={1995},
  volume={376},
  pages={46-49}
}
THE large-scale dynamical properties of some physical systems depend on the dynamical evolution of a large number of nonlinearly coupled subsystems. Examples include systems that exhibit self-organized criticality1 and turbulence2,3. Such systems tend to exhibit spatial and temporal scaling behaviour–power–law behaviour of a particular observable. Scaling is found in a wide range of systems, from geophysical4 to biological5. Here we explore the possibility that scaling phenomena occur in… Expand
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