Search Results - (Author, Cooperation:J. D. Farmer)
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1Latest Papers from Table of Contents or Articles in PressR. M. Williams ; J. P. Grotzinger ; W. E. Dietrich ; S. Gupta ; D. Y. Sumner ; R. C. Wiens ; N. Mangold ; M. C. Malin ; K. S. Edgett ; S. Maurice ; O. Forni ; O. Gasnault ; A. Ollila ; H. E. Newsom ; G. Dromart ; M. C. Palucis ; R. A. Yingst ; R. B. Anderson ; K. E. Herkenhoff ; S. Le Mouelic ; W. Goetz ; M. B. Madsen ; A. Koefoed ; J. K. Jensen ; J. C. Bridges ; S. P. Schwenzer ; K. W. Lewis ; K. M. Stack ; D. Rubin ; L. C. Kah ; J. F. Bell, 3rd ; J. D. Farmer ; R. Sullivan ; T. Van Beek ; D. L. Blaney ; O. Pariser ; R. G. Deen
American Association for the Advancement of Science (AAAS)
Published 2013Staff ViewPublication Date: 2013-06-01Publisher: American Association for the Advancement of Science (AAAS)Print ISSN: 0036-8075Electronic ISSN: 1095-9203Topics: BiologyChemistry and PharmacologyComputer ScienceMedicineNatural Sciences in GeneralPhysicsPublished by: -
2Latest Papers from Table of Contents or Articles in PressD. L. Bish ; D. F. Blake ; D. T. Vaniman ; S. J. Chipera ; R. V. Morris ; D. W. Ming ; A. H. Treiman ; P. Sarrazin ; S. M. Morrison ; R. T. Downs ; C. N. Achilles ; A. S. Yen ; T. F. Bristow ; J. A. Crisp ; J. M. Morookian ; J. D. Farmer ; E. B. Rampe ; E. M. Stolper ; N. Spanovich
American Association for the Advancement of Science (AAAS)
Published 2013Staff ViewPublication Date: 2013-09-28Publisher: American Association for the Advancement of Science (AAAS)Print ISSN: 0036-8075Electronic ISSN: 1095-9203Topics: BiologyChemistry and PharmacologyComputer ScienceMedicineNatural Sciences in GeneralPhysicsPublished by: -
3Latest Papers from Table of Contents or Articles in PressD. F. Blake ; R. V. Morris ; G. Kocurek ; S. M. Morrison ; R. T. Downs ; D. Bish ; D. W. Ming ; K. S. Edgett ; D. Rubin ; W. Goetz ; M. B. Madsen ; R. Sullivan ; R. Gellert ; I. Campbell ; A. H. Treiman ; S. M. McLennan ; A. S. Yen ; J. Grotzinger ; D. T. Vaniman ; S. J. Chipera ; C. N. Achilles ; E. B. Rampe ; D. Sumner ; P. Y. Meslin ; S. Maurice ; O. Forni ; O. Gasnault ; M. Fisk ; M. Schmidt ; P. Mahaffy ; L. A. Leshin ; D. Glavin ; A. Steele ; C. Freissinet ; R. Navarro-Gonzalez ; R. A. Yingst ; L. C. Kah ; N. Bridges ; K. W. Lewis ; T. F. Bristow ; J. D. Farmer ; J. A. Crisp ; E. M. Stolper ; D. J. Des Marais ; P. Sarrazin
American Association for the Advancement of Science (AAAS)
Published 2013Staff ViewPublication Date: 2013-09-28Publisher: American Association for the Advancement of Science (AAAS)Print ISSN: 0036-8075Electronic ISSN: 1095-9203Topics: BiologyChemistry and PharmacologyComputer ScienceMedicineNatural Sciences in GeneralPhysicsPublished by: -
4Latest Papers from Table of Contents or Articles in PressS. Battiston ; J. D. Farmer ; A. Flache ; D. Garlaschelli ; A. G. Haldane ; H. Heesterbeek ; C. Hommes ; C. Jaeger ; R. May ; M. Scheffer
American Association for the Advancement of Science (AAAS)
Published 2016Staff ViewPublication Date: 2016-02-26Publisher: American Association for the Advancement of Science (AAAS)Print ISSN: 0036-8075Electronic ISSN: 1095-9203Topics: BiologyChemistry and PharmacologyComputer ScienceMedicineNatural Sciences in GeneralPhysicsPublished by: -
5Latest Papers from Table of Contents or Articles in PressD. T. Vaniman ; D. L. Bish ; D. W. Ming ; T. F. Bristow ; R. V. Morris ; D. F. Blake ; S. J. Chipera ; S. M. Morrison ; A. H. Treiman ; E. B. Rampe ; M. Rice ; C. N. Achilles ; J. P. Grotzinger ; S. M. McLennan ; J. Williams ; J. F. Bell, 3rd ; H. E. Newsom ; R. T. Downs ; S. Maurice ; P. Sarrazin ; A. S. Yen ; J. M. Morookian ; J. D. Farmer ; K. Stack ; R. E. Milliken ; B. L. Ehlmann ; D. Y. Sumner ; G. Berger ; J. A. Crisp ; J. A. Hurowitz ; R. Anderson ; D. J. Des Marais ; E. M. Stolper ; K. S. Edgett ; S. Gupta ; N. Spanovich
American Association for the Advancement of Science (AAAS)
Published 2013Staff ViewPublication Date: 2013-12-11Publisher: American Association for the Advancement of Science (AAAS)Print ISSN: 0036-8075Electronic ISSN: 1095-9203Topics: BiologyChemistry and PharmacologyComputer ScienceMedicineNatural Sciences in GeneralPhysicsKeywords: Extraterrestrial Environment/*chemistry ; Ferrosoferric Oxide/analysis/chemistry ; Geologic Sediments/analysis/*chemistry ; *Mars ; Minerals/analysis/*chemistry ; Silicates/analysis/chemistry ; Silicon Compounds/analysis/chemistryPublished by: -
6SSOARStaff View Fulltext
Publication Date: 2018-07-27Description: It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion reflect bursts of frequent or less frequent trading, which cause both clustered volatility and heavy tails in price returns. We investigate this hypothesis using tick by tick data from the New York and London Stock Exchanges and show that only a small fraction of volatility fluctuations are explained in this manner. Clustered volatility is still very strong even if price changes are recorded on intervals in which the total transaction volume or number of transactions is held constant. In addition the distribution of price returns conditioned on volume or transaction frequency being held constant is similar to that in real time, making it clear that neither of these are the principal cause of heavy tails in price returns. We analyze recent results of Ane and Geman (2000) and Gabaix et al. (2003), and discuss the reasons why their conclusions differ from ours. Based on a cross-sectional analysis we show that the long-memory of volatility is dominated by factors other than transaction frequency or total trading volume.Keywords: Wirtschaft ; Economics ; Volatility Modelling; Transaction Frequency; Trading Volume; Market Structure ; Political Economy ; VolkswirtschaftslehreType: journal article, Zeitschriftenartikel -
7Articles: DFG German National LicensesStaff View
ISSN: 1573-0875Source: Springer Online Journal Archives 1860-2000Topics: BiologyGeosciencesType of Medium: Electronic ResourceURL: