UNCERTAINTY IN THE FLUCTUATIONS OF THE PRICE OF STOCKS

DOI10.1142/S0129183107011662zbMath1170.91384arXiv0706.1460OpenAlexW3101866329MaRDI QIDQ3500224

M. Sadegh Movahed, M. Reza Rahimi Tabar, Muhammad Sahimi, P. Norouzzadeh, Fatemeh Ghasemi, Alireza Bahraminasab, Gholam Reza Jafari

Publication date: 3 June 2008

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.1460

zbMATH Keywords

stock marketnon-Gaussian distributionsCastaing equation

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (3)

PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS ⋮ Markov properties of electrical discharge current fluctuations in plasma ⋮ Application of He's homotopy perturbation method for Cauchy problem of ill-posed nonlinear diffusion equation

Cites Work

• Elements for a theory of financial risks
• Velocity probability density functions of high Reynolds number turbulence
• Unnamed Item

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