Tail distribution of index fluctuations in World markets

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 9, 2009, Pages 1879-1886

  Eryiǧit, Mehmet ^a   Çukur, Sadik ^a   Eryiǧit, Resul ^a  

^a ABANT IZZET BAYSAL UNIVERSITY   (Turkey)

Author keywords

Power law; Tail distributions; World stock market indices

Indexed keywords

DISTRIBUTION FUNCTIONS; FINANCIAL MARKETS; INTERNATIONAL TRADE;

DAILY FLUCTUATIONS; EXPONENTIAL CUTOFF; POWER EXPONENT; POWER LAW EXPONENT; POWER-LAW; STOCK MARKET INDEX; TAIL DISTRIBUTION; WORLD MARKET;

WEIBULL DISTRIBUTION;

EID: 60349128462     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.01.019     Document Type: Article

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