Nonlinear volatility of river flux fluctuations

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

Research output: Contribution to journalArticlepeer-review

48 Scopus citations


We study the spectral properties of the magnitudes of daily river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) power-law correlations for time scales less than 1 yr. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than 1 yr. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

Original languageEnglish GB
Pages (from-to)4
Number of pages1
JournalPhysical Review E
Issue number4
StatePublished - 1 Jan 2003
Externally publishedYes

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics


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