Power law analysis of financial index dynamics (Q714204): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1155/2012/120518 / rank | |||
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| Property / OpenAlex ID: W2156913834 / rank | |||
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| Property / Wikidata QID: Q58700325 / rank | |||
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| Property / cites work: Dynamics of the dow Jones and the NASDAQ stock indexes / rank | |||
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| Property / cites work: Analysis of stock market indices with multidimensional scaling and wavelets / rank | |||
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| Property / cites work: Q4692508 / rank | |||
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Latest revision as of 18:46, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power law analysis of financial index dynamics |
scientific article |
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Power law analysis of financial index dynamics (English)
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19 October 2012
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Summary: Power law (PL) and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices (DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S\& P 500, SSEC, HSI, TWII, and BSE) over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.
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power law analysis
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stock market indices
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