Statistical analysis of high frequency data from the Athens stock exchange

DOI10.1016/S0378-4371(01)00116-9zbMath0978.91071OpenAlexW2053182782MaRDI QIDQ5935195

Terence C. Mills

Publication date: 20 June 2001

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

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00116-9

zbMATH Keywords

scalingcorrelationsgeneral main market index

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Introduction to Econophysics

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