Rak, R.; Drożdż, S.; Kwapień, J. - In: Physica A: Statistical Mechanics and its Applications 374 (2007) 1, pp. 315-324
The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here, we present a systematic study of such characteristics for the Polish stock market index WIG20 over the period 04.01.1999–31.10.2005 for the...
