An empirical investigation of Australian Stock Exchange data

Physica A: Statistical Mechanics and its Applications

Volumn 341, Issue 1-4, 2004, Pages 533-546

  Bertram, William K ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Econophysics; Long memory process; Power law tails

Indexed keywords

AUTOMATION; COMMERCE; CORRELATION METHODS; ESTIMATION; INFORMATION SCIENCE; LARGE SCALE SYSTEMS;

ECONOPHYSICS; LONG MEMORY PROCESS; POWER LAW TAILS;

FINANCIAL DATA PROCESSING;

EID: 3342895796     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.04.132     Document Type: Article

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