Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics

摘要: A new statistic volatility difference component is first introduced, to study financial comprehensively.A method developed by transferring the series three statistical duration time series.The permutation LempelZiv complexity, a novel approach, investigates randomness and complexity of sequence.The voter interacting system used model dynamics agents' opinions stock price fluctuations.The symbolic explored Zipf analysis PLZC analysis. The nonlinear based on investigated in this paper. introduced work, an attempt behaviors comprehensively. maximum change rate average (both derived from components) are employed characterize properties markets. Further, for proposed (which transformed sequences), measure, corresponding behaviors. Besides, also applied investigate distributions series. empirical shows similar between real markets, which exhibits that feasible some extent.