Nonlinear volatility of river flux fluctuations

Valerie N. Livina; Yosef Ashkenazy; Peter Braun; Roberte Monetti; Armin Bunde; Shlomo Havlin

Nonlinear volatility of river flux fluctuations

Valerie N. Livina
, Yosef Ashkenazy
, Peter Braun
, Roberte Monetti
, Armin Bunde
, Shlomo Havlin

Department of Physics - at Bar-Ilan University

Bar-Ilan University
Massachusetts Institute of Technology
Bayerisches Landesamt W.
Max Planck Institute for Extraterrestrial Physics
Justus Liebig University Giessen

Research output: Contribution to journal › Article › peer-review

50 Scopus citations

Abstract

The periodic and long-range correlated volatility of river flow data for 30 rivers around the globe was analyzed. It was found that the volatility series were correlated with a power-law behavior for time scales less than 1 yr. The results suggested that nonlinear features may result from an interaction between noise and the seasonal trends.

Original language	English
Article number	042101
Pages (from-to)	421011-421014
Number of pages	4
Journal	Physical Review E
Volume	67
Issue number	4 1
State	Published - Apr 2003

Cite this

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title = "Nonlinear volatility of river flux fluctuations",

abstract = "The periodic and long-range correlated volatility of river flow data for 30 rivers around the globe was analyzed. It was found that the volatility series were correlated with a power-law behavior for time scales less than 1 yr. The results suggested that nonlinear features may result from an interaction between noise and the seasonal trends.",

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AB - The periodic and long-range correlated volatility of river flow data for 30 rivers around the globe was analyzed. It was found that the volatility series were correlated with a power-law behavior for time scales less than 1 yr. The results suggested that nonlinear features may result from an interaction between noise and the seasonal trends.

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Nonlinear volatility of river flux fluctuations

Abstract

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