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  • Search: subject:"Boltzmann distribution stock exchange data"
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Subject
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Boltzmann distribution stock exchange data 1 Business management 1 Econophysics 1 Emerging markets 1 Market temperature GARCH 1 Stock exchanges 1 Stock price forecasting 1 Volatility forecasting method 1
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Free 1
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Book / Working Paper 1
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English 1
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Biekpe, N. 1 Brand, Rene 1
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University of Stellenbosch. Faculty of Economic and Management Sciences. Graduate School of Business. 1
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An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index
Brand, Rene - 2009
ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied toeconomics. The distributions of financial time series are the aspect most intensely studied byphysicists. This study is based on a study by Kleinert and Chen who applied the...
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