Power Laws and Gaussians for Stock Market Fluctuations
The daily volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.
Year of publication: |
2006-03
|
---|---|
Authors: | Tuncay, Caglar ; Stauffer, Dietrich |
Institutions: | arXiv.org |
Saved in:
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