Self-averaging phenomenon and multiscaling in Hong Kong stock market
From MaRDI portal
Publication:1852544
DOI10.1016/S0378-4371(02)01339-0zbMath1005.91052OpenAlexW2038746885MaRDI QIDQ1852544
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
Related Items (2)
FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS ⋮ International finance, Lévy distributions, and the econophysics of exchange rates
Cites Work
This page was built for publication: Self-averaging phenomenon and multiscaling in Hong Kong stock market