STATISTICAL ANALYSIS BY STATISTICAL PHYSICS MODEL FOR THE STOCK MARKETS

DOI10.1142/S012918310901459XzbMath1186.91235OpenAlexW2009633009MaRDI QIDQ5851811

Jun Wang, Tiansong Wang, Bing Li Fan

Publication date: 25 January 2010

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s012918310901459x

zbMATH Keywords

probability distributionstatistical physicsstock pricescontact modelreturns

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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