Statistical properties of stock market indices of different economies

Physica A: Statistical Mechanics and its Applications

Volumn 375, Issue 2, 2007, Pages 605-611

  Lan, Boon Leong ^a   Tan, Ying Oon ^a  

^a MONASH UNIVERSITY MALAYSIA   (Malaysia)

Author keywords

Econophysics; Power law; Stable distribution; Stock market indices

Indexed keywords

FINANCE; PROBABILITY DENSITY FUNCTION; SOCIETIES AND INSTITUTIONS; STATISTICAL METHODS;

ECONOPHYSICS; POWER LAW; STABLE DISTRIBUTION; STOCK MARKET INDICES;

INDUSTRIAL ECONOMICS;

EID: 33845493687     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.10.028     Document Type: Article

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