BREAK-DOWN OF SCALING AND CONVERGENCE TO GAUSSIAN DISTRIBUTION IN STOCK MARKET DATA

DOI10.1142/S021902490000022XzbMath0973.91553OpenAlexW2081067889MaRDI QIDQ4521256

L. Kullmann, Antti J. Kanto, Juuso Töyli, János Kertész, Kimmo Kaski

Publication date: 26 November 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021902490000022x

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (2)

Models of asset returns: changes of pattern from high to low event frequency ⋮ Agent-based modelling in directional-change intrinsic time

This page was built for publication: BREAK-DOWN OF SCALING AND CONVERGENCE TO GAUSSIAN DISTRIBUTION IN STOCK MARKET DATA