AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ

DOI10.1142/S021902490400261XzbMath1101.91352MaRDI QIDQ4653569

Mircea Gligor

Publication date: 7 March 2005

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

zbMATH Keywords

scalingcorrelationspower lawsEconophysicsLévy stable distributions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

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• Elements for a theory of financial risks
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
• Introduction to Econophysics

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