Abnormal statistical properties of stock indexes during a financial crash (Q1783348)
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scientific article; zbMATH DE number 6940625
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| default for all languages | No label defined |
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| English | Abnormal statistical properties of stock indexes during a financial crash |
scientific article; zbMATH DE number 6940625 |
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Abnormal statistical properties of stock indexes during a financial crash (English)
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20 September 2018
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econophysics
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stock market
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crash
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long-tail distribution
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dual-fractality
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long-range persistence
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0.7361413836479187
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0.727500855922699
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0.7249127626419067
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0.720177948474884
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0.7188414931297302
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