Universality in the stock exchange market

DOI10.1080/10236191003657212zbMath1219.91153OpenAlexW1979611168MaRDI QIDQ3090074

Rui Gonçalves, Alberto A. Pinto, Helena Ferreira

Publication date: 26 August 2011

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236191003657212

zbMATH Keywords

dynamical systemuniversalityfinanceeconometricsstock exchange markets

Mathematics Subject Classification ID

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

Cites Work

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• Negro and Danube are mirror rivers
• Universality in nonlinear prediction of complex systems
• STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS
• Universal fluctuations and extreme-value statistics
• Ensemble properties of securities traded in the NASDAQ market

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