AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ

DOI10.1142/S021902490400261XMaRDI QIDQ4653569zbMATH OpenFDO

Authors Mircea Gligor

Publication date 7 March 2005

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021902490400261X

zbMATH Keywords

correlationsEconophysicsLévy stable distributionspower lawsscaling

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Elements for a theory of financial risks
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• Introduction to Econophysics
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

Cited in

(2)

• Stylized facts of the Indian stock market
• Level crossing analysis of the stock markets

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