Empirical behavior of a world stock index from intra-day to monthly time scales
Year of publication: |
2009
|
---|---|
Authors: | Breymann, W. ; Lüthi, D. R. ; Platen, E. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 71.2009, 4, p. 511-522
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 89.75.Da Systems obeying scaling laws |
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