Strategy for investments from Zipf law(s)

DOI10.1016/S0378-4371(02)01845-9zbMath1057.91064arXivcond-mat/0210499MaRDI QIDQ1873928

Ph. Bronlet, Marcel Ausloos

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0210499

zbMATH Keywords

financial indicesreturn time dependencesignal Hurst exponent

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Statistical physics in foreign exchange currency and stock markets
• Strategy for investments from Zipf law(s)
• The Pareto-Levy Law and the Distribution of Income