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Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 168-174

Time intervals distribution of stock transactions and time correlation of stock indices in the model space

(2) Romanovsky, M a Oks, E b

a PROKHOROV GENERAL PHYSICS INSTITUTE (Russian Federation)

b AUBURN UNIVERSITY (United States)

Author keywords

Correlation; Econophysics; Transaction time interval

Indexed keywords

APPROXIMATION THEORY; CORRELATION METHODS; MATHEMATICAL MODELS;

ECONOPHYSICS;

ECONOMICS;

EID: 0035471823 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00292-8 Document Type: Conference Paper

Times cited : (3)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.