On the log-normal distribution of stock market data

Physica A: Statistical Mechanics and its Applications

Volumn 331, Issue 3-4, 2004, Pages 617-638

  Antoniou, I ^a,c   Ivanov, Vi V ^a,b,c   Ivanov, Va V ^b   Zrelov, P V ^a,b,d  

^a INTERNATIONAL SOLVAY INSTITUTES   (Belgium)

^b JOINT INSTITUTE FOR NUCLEAR RESEARCH   (Russian Federation)

^c ARISTOTLE UNIVERSITY OF THESSALONIKI   (Greece)

^d Institut Superieur de Technologie   (Luxembourg)

Author keywords

Log normal law; Statistical model; Stock market

Indexed keywords

DATA REDUCTION; INDUSTRIAL RESEARCH; STATISTICAL METHODS;

STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 0242606969     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.09.034     Document Type: Article

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