Inverse statistics in stock markets: Universality and idiosyncracy

Physica A: Statistical Mechanics and its Applications

Volumn 353, Issue 1-4, 2005, Pages 433-444

  Zhou, Wei Xing ^a   Yuan, Wei Kang ^a  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Econophysics; Exit time; Inverse statistics; Power law; Stock markets; Stylized fact

Indexed keywords

COSTS; INVERSE PROBLEMS; INVESTMENTS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; STATISTICS;

ECONOPHYSICS; EXIT TIME; INVERSE STATISTICS; POWER LAW; STOCK MARKETS; STYLIZED FACTS;

ECONOMICS;

EID: 18844417159     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.02.011     Document Type: Article

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