Characterizing Price Index Behavior Through Fluctuation Dynamics

DOI10.1007/978-88-470-2553-0_18zbMath1397.91608arXiv1205.1711OpenAlexW3100062336MaRDI QIDQ4687387

P. Manimaran, Jainendra Bahadur, Prasanta K. Panigrahi, Arjun Banerjee, Sayantan Ghosh

Publication date: 11 October 2018

Published in: Econophysics of Systemic Risk and Network Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1711

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Social networks; opinion dynamics (91D30) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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