Empirical study of recent Chinese stock market

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 9, 2009, Pages 1893-1907

  Jiang, J ^a,b   Li, W ^a,c   Cai, X ^a   Wang, Qiuping A ^b  

^a CENTRAL CHINA NORMAL UNIVERSITY   (China)

^b Institute Superieur des Materiaux du Mans   (France)

^c MAX PLANCK INSTITUTE FOR MATHEMATICS IN THE SCIENCES   (Germany)

Author keywords

Correlation; Financial markets; Mean variance analysis; Omori like dynamics; Scaling behavior

Indexed keywords

CORRELATION METHODS; FINANCIAL MARKETS; INVESTMENTS;

CHINESE STOCK MARKET; CORRELATION COEFFICIENT; CUMULATIVE DISTRIBUTION; DETRENDED FLUCTUATION ANALYSIS; MEAN-VARIANCE ANALYSIS; SCALING BEHAVIOR; STATISTICAL PROPERTIES; STRONG CORRELATION;

COMMERCE;

EID: 60349119679     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.01.025     Document Type: Article

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