Scaling of the distribution of fluctuations of financial market indices

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 60, Issue 5, 1999, Pages 5305-5316

  Gopikrishnan, Parameswaran ^a   Plerou, Vasiliki ^a,b   Nunes Amaral, Luís A ^a   Meyer, Martin ^a   Stanley, H Eugene ^a  

^a Boston University ^*  (United States)

^b BOSTON COLLEGE   (United States)

Author keywords

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ARTICLE;

EID: 0000248001     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.60.5305     Document Type: Article

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