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

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zbMATH Keywords

lognormal distributiontime lags

Mathematics Subject Classification ID

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

Cites Work

• Introduction to Econophysics
• Title not available (Why is that?)
• Multifractal nature of stock exchange prices

Cited In (3)

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

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