Inverse statistics and information content

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 23, 2010, Pages 5439-5446

  Ebadi, H ^a   Bolgorian, Meysam ^b   Jafari, G R ^a  

^a SHAHID BEHESHTI UNIVERSITY   (Iran)

^b UNIVERSITY OF TEHRAN   (Iran)

Author keywords

Inverse statistics; Investment horizon

Indexed keywords

COMMERCE; INVESTMENTS; TIME SERIES;

EMERGING MARKETS; FINANCIAL DATA; FRACTIONAL BROWNIAN MOTION; INFORMATION CONTENTS; INVERSE STATISTICS; INVESTMENT HORIZON; MOST LIKELY; PRICE INDEX;

PROBABILITY DISTRIBUTIONS;

EID: 77957750229     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.08.006     Document Type: Article

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