Inverse-cubic law of index fluctuation distribution in Indian markets

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 8-9, 2008, Pages 2055-2065

  Pan, Raj Kumar ^a   Sinha, Sitabhra ^a  

^a INSTITUTE OF MATHEMATICAL SCIENCES   (India)

Author keywords

Emerging market: Indian stock markets; Financial market fluctuations; Inverse cubic law; Market index return distribution

Indexed keywords

DATA TRANSFER; DISTRIBUTION FUNCTIONS; ECONOMIC ANALYSIS; FINANCE;

FINANCIAL MARKETS; NATIONAL STOCK EXCHANGE (NSE);

STATISTICAL METHODS;

EID: 38349019059     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.11.031     Document Type: Article

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