Empirical investigation of stock price dynamics in an emerging market

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 132-139

  Palágyi, Zoltán ^a   Mantegna, Rosario N ^b  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b INFM   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COSTS; INDUSTRIAL ECONOMICS; PROBABILITY DENSITY FUNCTION; RISK MANAGEMENT;

ECONOPHYSICS; STOCK PRICE DYNAMICS;

STATISTICAL MECHANICS;

EID: 0344286576     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00087-4     Document Type: Article

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