Stock market return distributions: From past to present

Physica A: Statistical Mechanics and its Applications

Volumn 383, Issue 1 SPEC. ISS., 2007, Pages 59-64

  Drozdz, S ^a,b   Forczek, M ^a   Kwapien J ^a   Oswiecimka P ^a   Rak, R ^b  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

Financial markets; Inverse cubic power law; Multifractality; q Gaussian distributions

Indexed keywords

GAUSSIAN DISTRIBUTION; INVERSE PROBLEMS; MARKETING;

FINANCIAL MARKETS; INVERSE CUBIC POWER LAW; MULTIFRACTALITY; Q-GAUSSIAN DISTRIBUTIONS;

FINANCIAL DATA PROCESSING;

EID: 34347359747     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.130     Document Type: Article

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