Stylized facts in internal rates of return on stock index and its derivative transactions

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 219-227

  Pichl, Lukáš ^a   Kaizoji, Taisei ^a   Yamano, Takuya ^a  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

Author keywords

NIKKEI 225 derivative market; Returns on strategy; Stylized facts; Technical analysis; Trend investment; Universal features

Indexed keywords

DATA MINING; FINANCE; PROBABILITY DISTRIBUTIONS;

STYLIZED FACTS; TECHNICAL ANALYSIS; TREND INVESTMENT; UNIVERSAL FEATURES;

MARKETING;

EID: 34249774861     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.03.042     Document Type: Article

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