Power law for the calm-time interval of price changes

Physica A: Statistical Mechanics and its Applications

Volumn 336, Issue 3-4, 2004, Pages 563-570

  Kaizoji, Taisei ^a,b   Kaizoji, Michiyo ^b  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

^b Econophysics Library   (Japan)

Author keywords

Calm time interval; Econophysics; Power laws; Stock price changes

Indexed keywords

APPROXIMATION THEORY; DATA REDUCTION; FUNCTIONS; INVESTMENTS; PROBABILITY; TIME SERIES ANALYSIS;

CALM-TIME INTERVALS; ECONOPHYSICS; POWER-LAWS; STOCK PRICE CHANGES;

INDUSTRIAL ECONOMICS;

EID: 1642586090     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.12.054     Document Type: Article

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