Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

Manylion Llyfryddiaeth

Cyhoeddwyd yn:	arXiv.org (Mar 17, 2006), p. n/a
Prif Awdur:	Kaizoji, Taisei
Cyhoeddwyd:	Cornell University Library, arXiv.org
Pynciau:	Deflation Securities markets Stock exchanges Markets Mathematical models Power law Probability distribution functions Computer simulation Stock market indexes
Mynediad Ar-lein:	Citation/Abstract Full text outside of ProQuest
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!