Comparison between volatility return intervals of the S&P 500 index and two common models
Year of publication: |
2008
|
---|---|
Authors: | Vodenska-Chitkushev, I. ; Wang, F. Z. ; Weber, P. ; Yamasaki, K. ; Havlin, S. ; Stanley, H. E. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 61.2008, 2, p. 217-223
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 05.45.Tp Time series analysis | 89.75.Da Systems obeying scaling laws |
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