Cai, Shi-Min; Zhou, Pei-Ling; Yang, Hui-Jie; Yang, Chun-Xia - In: Physica A: Statistical Mechanics and its Applications 367 (2006) C, pp. 337-344
In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the...