Self-averaging phenomenon and multiscaling in Hong Kong stock market

Physica A: Statistical Mechanics and its Applications

Volumn 317, Issue 3-4, 2003, Pages 591-596

  Bershadskii, A ^a  

^a The International Coalition for Agunah Rights   (Israel)

Author keywords

Cascade; Returns distribution; Stock market

Indexed keywords

INFORMATION DISSEMINATION; PROBABILITY DISTRIBUTIONS; THEOREM PROVING; TURBULENCE;

STOCK MARKETS;

FINANCE;

EID: 0037437798     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01339-0     Document Type: Article

References (12)

1. Mantegna R., Stanley H.E. An Introduction to Econophysics. 2000;Cambridge University Press, Cambridge.
2. Vandewalle N., Ausloos M. Physica A. 246:1997;454.
3. Arneodo A., Muzy J.F., Sornete D. Eur. Phys. J. B. 2:1998;277.
4. Vandewalle N., Ausloos M. Eur. J. Phys. B. 4:1998;257.
5. Vandewalle N., Ausloos M. Int. J. Mod. Phys. C. 9:1998;711.
6. Bershadskii A. Eur. Phys. J. B. 11:1999;361.
7. Ivanova K., Ausloos M. Eur. Phys. J. B. 8:1999;665.
8. Bouchaud J.P., Potters M. Theory of Financial Risk: From Statistical Physics to Risk Management. 1999;Cambridge University Press, Cambridge.
9. Schmitt F., Schertzer D., Lovejoy S. Appl. Stoch. Mod. Data Anal. 15:1999;29.
10. Brachet M.E., Taflin E., Tcheou J.M. Chaos, Solitons Fractals. 11:2000;2342.
11. Ausloos M., Ivanova K. Int. J. Mod. Phys. C. 12:2001;169.
12. M. Ausloos, K. Ivanova, Multifractal nature of stock exchange prices, cond-mat/0108394 (2002).