Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

European Physical Journal B

Volumn 15, Issue 4, 2000, Pages 603-606

  Lillo, F ^a   Mantegna, R N ^a,b  

^a INFM   (Italy)

^b UNIVERSITY OF PALERMO   (Italy)

Author keywords

05.40. a Fluctuation phenomena, random processes, noise, and Brownian motion; 89.90.+n Other topics of general interest to physicists

Indexed keywords

EID: 0000659771     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510051162     Document Type: Article

References (14)

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3. For a collection of papers see for example: Proceedings of the International Workshop on Econophysics and Statistical Finance, edited by R.N. Mantegna, Physica A 269, 1-187 (1999), Issue 1, Proceedings of the International Conference on Applications of Physics in Financial Analysis", edited by J.-P. Bouchaud, Int. J. Theor. Appl. Finance (in press).
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