EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL (Q4671141)
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scientific article; zbMATH DE number 2161132
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| English | EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL |
scientific article; zbMATH DE number 2161132 |
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EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL (English)
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23 April 2005
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Econophysics
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Nikkei 225 index
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returns
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volatility
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exponential distribution
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power-law distribution
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a stochastic model of stock markets
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0.7444612979888916
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0.7366853952407837
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0.7349563837051392
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0.7216161489486694
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