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Fluctuations and response in financial markets: the subtle nature of `random' price changes

, , , and . Quantitative Finance, 4 (2): 176--190 (2004)

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Zener dynamics beyond Zener's assumptions, , and . Physica A: Statistical and Theoretical Physics, 168 (1): 456--468 (Sep 1, 1990)Statistical ensembles and spectral correlations in mesoscopic systems, and . Chaos, Solitons & Fractals, 8 (7-8): 1229--1247 (00 1997)Fluctuations and response in financial markets: the subtle nature of `random' price changes, , , and . Quantitative Finance, 4 (2): 176--190 (2004)