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

Bibliografiset tiedot

Julkaisussa:	arXiv.org (Mar 17, 2006), p. n/a
Päätekijä:	Kaizoji, Taisei
Julkaistu:	Cornell University Library, arXiv.org
Aiheet:	Deflation Securities markets Stock exchanges Markets Mathematical models Power law Probability distribution functions Computer simulation Stock market indexes
Linkit:	Citation/Abstract Full text outside of ProQuest
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!