Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Self-averaging phenomenon and multiscaling in Hong Kong stock market

From MaRDI portal
Publication:1852544
Jump to:navigation, search

DOI10.1016/S0378-4371(02)01339-0zbMath1005.91052OpenAlexW2038746885MaRDI QIDQ1852544

A. Bershadskii

Publication date: 6 January 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01339-0


zbMATH Keywords

lognormal distributiontime lags


Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (2)

FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS ⋮ International finance, Lévy distributions, and the econophysics of exchange rates



Cites Work

  • Unnamed Item
  • Multifractal nature of stock exchange prices
  • Introduction to Econophysics


This page was built for publication: Self-averaging phenomenon and multiscaling in Hong Kong stock market

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1852544&oldid=14236561"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 11:09.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki