Ochiai, Tomoshiro; Takada, Hideyuki; Nacher, Jose C. - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 534-543
The availability of huge volume of financial data has offered the possibility for understanding the markets as a complex system characterized by several stylized facts. Here we first show that the time evolution of the Japan’s Nikkei stock average index (Nikkei 225) futures follows the...