Nonextensive statistical features of the Polish stock market fluctuations
نویسندگان
چکیده
منابع مشابه
Nonextensive statistical features of the Polish stock market fluctuations
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 time lags ranging from one minute up to one hour. This market is commonly classified as emerging. Still on ...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2007
ISSN: 0378-4371
DOI: 10.1016/j.physa.2006.07.035