Characteristic times in stock market indices

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 98-110

  Kullmann, L ^a   Toyli J ^b   Kertesz, J ^a,b   Kanto, A ^c   Kaski, K ^b  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

^c HELSINKI SCHOOL OF ECONOMICS   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; RISK MANAGEMENT;

LEVY DISTRIBUTIONS; STOCK MARKET INDICES; TIME-DEPENDENT VARIANCES;

STATISTICAL MECHANICS;

EID: 0344718518     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00084-9     Document Type: Article

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