Long correlations and truncated Levy walks applied to the study Latin-American market indices

Physica A: Statistical Mechanics and its Applications

Volumn 355, Issue 2-4, 2005, Pages 461-474

  Jaroszewicz, Sebastian ^a   Mariani, M Cristina ^b   Ferraro, Marta ^a,b,c  

^a UNIVERSIDAD DE BUENOS AIRES   (Argentina)

^b NEW MEXICO STATE UNIVERSITY   (United States)

^c Universidad Nacional de Río Cuarto Consejo Nacional de Investigaciones Científicas y Técnicas   (Argentina)

Author keywords

Detrended fluctuation analysis; Econophysics; Latin American indices; Levy flight; Stock market prices

Indexed keywords

DETRENDED FLUCTUATION ANALYSIS; ECONOPHYSICS; LATIN-AMERICAN INDICES; LEVY FLIGHT; STOCK MARKET PRICES;

BROWNIAN MOVEMENT; CORRELATION METHODS; ECONOMICS; INVENTORY CONTROL; MARKETING; PROBABILISTIC LOGICS; RANDOM PROCESSES; STATISTICAL METHODS;

FINANCE;

EID: 21744445977     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.04.003     Document Type: Article

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