2004 On Warsaw stock exchange via Zipf analysis, Scatter and Lag Plots

Acta Physica Polonica B

Volumn 36, Issue 8, 2005, Pages 2435-2446

  Bachnik, Wiktor ^a   Chomiuk, Piotr ^a   FaŁtynowicz, Szymon ^a   Gawin, Mariusz ^a   Gorajek, Waldemar ^a   Kedzierski, Jacek ^a   Kosk, Karol ^a   Kucharczyk, Arkadiusz ^a   Leszczyński, Piotr ^a   Podsiadło, Rafał ^a   Makowiec, Danuta ^a  

^a UNIVERSITY OF GDA SK   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; SECURITY SYSTEMS;

FOREIGN INDICES; SCATTER PLOTS; ZIPF BASED STRATEGY;

GRAPHIC METHODS;

EID: 33644975506     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. http://www.gpw.com.pl /zrodla/podsumowanie2004.pdf, in Polish.
2. http://biznes.interia.pl/news?inf=577636, in Polish.
3. Source data for daily quotations: http://bossa.pl/pub/ciagle/mstock/ mstcgl.zip.
4. Source data for continuous quotations: http://mojeinwestycje. interia.pl/gie/notgpw/notc/c_akcje.
5. http://www.unifr.ch/cgi-bin/econophysics/etraitad.pl?number= 6&art=feb-mar-99/art-nature-correlations-financial.html
6. N. Vandewalle, M. Ausloos, Physica A 268, 240 (1999).
7. NIST/SEMATECH e-Handbook of Statistical Methods, http://www.it1.nist.gov/ div898/handbook/eda/section3/scatterp.htm.
8. Table of chosen words for Zipf simulation, http://iftia9.univ.gda.pl/ network/WSE2004/zipf-words.pdf.