Statistical properties of German Dax and Chinese indices

Physica A: Statistical Mechanics and its Applications

Volumn 378, Issue 2, 2007, Pages 387-398

  Qiu, T ^a,b   Zheng, B ^a,c   Ren, F ^a   Trimper, S ^c  

^a ZHEJIANG UNIVERSITY   (China)

^b NANCHANG HANGKONG UNIVERSITY   (China)

^c MARTIN LUTHER UNIVERSITÄT HALLE WITTENBERG   (Germany)

Author keywords

Complex system; Social and economic systems

Indexed keywords

CORRELATION METHODS; DATA REDUCTION; ECONOMIC AND SOCIAL EFFECTS; FUNCTIONS; LARGE SCALE SYSTEMS;

ANTI-LEVERAGE EFFECT; CORRELATION FUNCTIONS; VOLATILITY DISTRIBUTION;

STATISTICAL METHODS;

EID: 33847703281     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.12.016     Document Type: Article

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