Inverse statistics in stock markets: Universality and idiosyncracy
Year of publication: |
2005
|
---|---|
Authors: | Zhou, Wei-Xing ; Yuan, Wei-Kang |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 353.2005, C, p. 433-444
|
Publisher: |
Elsevier |
Subject: | Econophysics | Stock markets | Stylized fact | Inverse statistics | Exit time | Power law |
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