Ho, Ding-Shun; Lee, Chung-Kung; Wang, Cheng-Cai; … - In: Physica A: Statistical Mechanics and its Applications 332 (2004) C, pp. 448-460
Some statistical tools, including histogram, spectral analysis and fractal theory, were used on the daily Taiwan stock price index (TSPI) from 1987 to 2002 to examine the possible scale-invariant behavior and the clustering characteristics in Taiwan stock market. It was found that the TSPI data...