Temporal structure and gain-loss asymmetry for real and artificial stock indices

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 80, Issue 5, 2009, Pages

  Siven, Johannes Vitalis ^a   Lins, Jeffrey Todd ^a  

^a Saxo Bank A/S   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

HIGHER-DEGREE; MARKET DOWNTURN; MUTUAL INFORMATIONS; STOCK INDICES; STOCK RETURNS; TEMPORAL DEPENDENCE; TEMPORAL STRUCTURES;

TIME SERIES;

EID: 71449108863     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.80.057102     Document Type: Article

References (7)

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