Ensemble properties of securities traded in the NASDAQ market
Year of publication: |
2001
|
---|---|
Authors: | Lillo, Fabrizio ; Mantegna, Rosario N. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 299.2001, 1, p. 161-167
|
Publisher: |
Elsevier |
Subject: | Econophysics | Financial markets | Long-range correlated variables |
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