Aging in financial market

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Article discussing aging in the financial market.

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15 p.: ill.

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Bianco, Simone & Grigolini, Paolo February 2, 2008.


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  • Bianco, Simone University of North Texas
  • Grigolini, Paolo University of North Texas; Istituto dei Processi Chimico Fisici del Consiglio Nazionale delle Ricerche


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Article discussing aging in the financial market.

Physical Description

15 p.: ill.


This is the preprint version of the article. Reprinted with permission from Elsevier Science Ltd., all rights reserved. The final definitive version is available here:

Abstract: We analyze the data of the Italian and U.S. futures on the stock markets and we test the validity of the Continuous Time Random Walk assumption for the survival probability of the returns time series via a renewal aging experiment. We also study the survival probability of returns sign and apply a coarse graining procedure to reveal the renewal aspects of the process underlying its dynamics.


  • Chaos, Solitons and Fractals, 2007, New York: Elsevier Science Ltd., pp. 41-50


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  • Publication Title: Chaos, Solitons and Fractals
  • Volume: 34
  • Issue: 1
  • Page Start: 41
  • Page End: 50


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UNT Scholarly Works

Materials from the UNT community's research, creative, and scholarly activities and UNT's Open Access Repository. Access to some items in this collection may be restricted.

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  • February 2, 2008

Added to The UNT Digital Library

  • July 24, 2013, 1:20 p.m.

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  • April 1, 2015, 1:30 p.m.

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Bianco, Simone & Grigolini, Paolo. Aging in financial market, article, February 2, 2008; [New York, New York]. ( accessed January 22, 2019), University of North Texas Libraries, Digital Library,; crediting UNT College of Arts and Sciences.