Self-averaging phenomenon and multiscaling in Hong Kong stock market

DOI10.1016/S0378-4371(02)01339-0zbMATH Open1005.91052OpenAlexW2038746885MaRDI QIDQ1852544FDOQ1852544

Authors A. Bershadskii

Publication date 6 January 2003

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4371(02)01339-0

zbMATH Keywords

lognormal distributiontime lags

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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• Scaling laws in stock markets. An analysis of prices and volumes
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Cites work

• scientific article; zbMATH DE number 1368020 (Why is no real title available?)
• Introduction to Econophysics
• Multifractal nature of stock exchange prices

Cited in

(3)

• International finance, Lévy distributions, and the econophysics of exchange rates
• FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS
• On the interplay between multiscaling and stock dependence

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