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We study the statistics of record-breaking events in daily stock prices of 366 stocks from the Standard and Poor’s 500 stock index. Both the record events in the daily stock prices themselves and the records in the daily returns are discussed. In both cases we try to describe the record...
Persistent link: https://www.econbiz.de/10011060622
An intriguing connection between extreme value statistics and traveling fronts has been found recently in a number of diverse problems. In this short review we outline a few such problems and consider their various applications.
Persistent link: https://www.econbiz.de/10010589603