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Nonuniversal distributions of stock returns in an emerging market
stock returns emerging market
2010/4/27
There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic...
Nonuniversal distributions of stock returns in an emerging market
Nonuniversal distributions stock returns emerging market
2010/10/19
There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic...
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
Universal nonuniversal world stock market indices
2010/11/2
The investigations of financial markets from a complex network perspective have unveiled many
phenomenological properties, in which the majority of these studies map the financial markets into one co...