Scaling in the distribution of intertrade durations of Chinese stocks

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 23, 2008, Pages 5818-5825

  Jiang, Zhi Qiang ^a   Chen, Wei ^b   Zhou, Wei Xing ^a,c  

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

^b Shenzhen Stock Exchange   (China)

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

Author keywords

Chinese stock markets; Econophysics; Intertrade duration; q exponential distribution; Scaling; Weibull distribution

Indexed keywords

CORRELATION THEORY; ESTIMATION; IMAGE SEGMENTATION; LEAST SQUARES APPROXIMATIONS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY DISTRIBUTIONS;

COLLAPSE (DRYING); CONDITIONAL DISTRIBUTIONS; EMPIRICAL DENSITY; INTERTRADE (CO); LIKELIHOOD ESTIMATION; LIMIT ORDER BOOK; NONLINEAR LEAST SQUARES (NLLS); POWER LAW TAIL; PROBABILITY DENSITIES; Q-EXPONENTIAL DISTRIBUTIONS; STOCK EXCHANGES; WAITING TIMES; WEIBULL;

WEIBULL DISTRIBUTION;

EID: 48649110505     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.06.039     Document Type: Article

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