Universality in PSI20 fluctuations

DOI10.1007/978-3-642-11456-4_28zbMATH Open1246.91154OpenAlexW262956465MaRDI QIDQ2908443FDOQ2908443

Authors: Rui Gonçalves, Alberto Pinto, Helena Ferreira 

Publication date: 5 September 2012

Published in: Dynamics, Games and Science I (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11456-4_28

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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• Generalized persistence probability in a dynamic economic index
• Universality in the stock exchange market
• Title not available (Why is that?)
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