Jiang, Z.-Q.; Guo, L.; Zhou, W.-X. - In: The European Physical Journal B - Condensed Matter and … 57 (2007) 3, pp. 347-355
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is carried out on the Chinese stock market using mean-variance analysis, fluctuation analysis, and their generalizations to higher orders. Non-universal dynamics have been found not...