Jánosi, Imre M; Janecskó, Balázs; Kondor, Imre - In: Physica A: Statistical Mechanics and its Applications 269 (1999) 1, pp. 111-124
A statistical analysis of the Budapest Stock Index (BUX) is presented. The high time resolution (5 s sampling) makes it possible to extract information on market functioning which does not emerge from daily data. The main results are as follows: from a statistical point of view the large drop in...
