Persistence probabilities of the German DAX and Shanghai Index

Physica A: Statistical Mechanics and its Applications

Volumn 350, Issue 2-4, 2005, Pages 439-450

  Ren, F ^a,b   Zheng, B ^a,b   Lin, H ^a   Wen, L Y ^a   Trimper, S ^b  

^a ZHEJIANG UNIVERSITY   (China)

^b MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

Critical dynamics; Financial dynamics; Nonequilibrium kinetics

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; KINETIC THEORY; MARKETING; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; STRATEGIC MATERIALS;

CRITICAL DYNAMICS; FINANCIAL DYNAMICS; NONEQUILIBRIUM KINETICS; TEMPORAL CORRELATIONS;

INDEXING (OF INFORMATION);

EID: 14844292149     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.11.054     Document Type: Article

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