Jump intervals of stock price have power-law distribution : an empirical study
Hongduo Cao, Ying Li, Huaping He, Zhi He
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Cao, Hongduo ; Li, Ying ; He, Huaping ; He, Zhi |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 770-777
|
| Subject: | Stock Price | Jump Intervals | Power-Law Distribution | Human Dynamics | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.65053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657624