Stock market scale by artificial insymmetrized patterns

DOI10.1016/S0378-4371(02)01534-0zbMath1010.91035arXivcond-mat/0207227OpenAlexW2090817782MaRDI QIDQ1860812

Danuta Makowiec

Publication date: 26 February 2003

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0207227

zbMATH Keywords

time seriesindicesself-similar fluctuations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Cites Work

• MEASURING SHOCK IN FINANCIAL MARKETS
• Beauty of financial time series. Arificial insymmetrization patterns of stock market indices

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