Fluctuations in time intervals of financial data from the view point of the Gini index

Physica A: Statistical Mechanics and its Applications

Volumn 383, Issue 1 SPEC. ISS., 2007, Pages 49-53

  Sazuka, Naoya ^a   Inoue, Jun ichi ^b  

^a SONY CORPORATION   (Japan)

^b HOKKAIDO UNIVERSITY   (Japan)

Author keywords

Gini index; Stochastic process; The Sony bank USD JPY rate; Time interval distribution; Weibull distribution

Indexed keywords

RANDOM PROCESSES; STATISTICAL MECHANICS; WEIBULL DISTRIBUTION;

FOREIGN EXCHANGE RATE; GINI INDEX; TIME INTERVAL DISTRIBUTION;

FINANCIAL DATA PROCESSING;

EID: 34347341795     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.088     Document Type: Article

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