Stock market return distributions: From past to present
Year of publication: |
2007
|
---|---|
Authors: | Drożdż, S. ; Forczek, M. ; Kwapień, J. ; Oświe¸cimka, P. ; Rak, R. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 383.2007, 1, p. 59-64
|
Publisher: |
Elsevier |
Subject: | Financial markets | Inverse cubic power law | q-Gaussian distributions | Multifractality |
-
On the closed form solutions for non-extensive Value at Risk
Stavroyiannis, S., (2009)
-
Nonextensive statistical features of the Polish stock market fluctuations
Rak, R., (2007)
-
Hurst exponent analysis in Turkish stock market
Gursakal, Necmi, (2009)
- More ...
-
Multifractality in the stock market: price increments versus waiting times
Oświe¸cimka, P., (2005)
-
Components of multifractality in high-frequency stock returns
Kwapień, J., (2005)
-
The bulk of the stock market correlation matrix is not pure noise
Kwapień, J., (2006)
- More ...