Statistical properties of daily ensemble variables in the Chinese stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 383, Issue 2, 2007, Pages 497-506

  Gu, Gao Feng ^a   Zhou, Wei Xing ^a  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Econophysics; Ensemble return; Long memory; Probability distribution; Statistical test; Variety

Indexed keywords

DATA STORAGE EQUIPMENT; DYNAMICAL SYSTEMS; ECONOMIC ANALYSIS; PROBABILITY DISTRIBUTIONS;

DAILY PRICE RETURN; DETRENDED FLUCTUATION ANALYSIS; ECONOPHYSICS; LONG MEMORY; STANDARD DEVIATION;

STATISTICAL TESTS;

EID: 34447108321     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.05.007     Document Type: Article

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