Scaling, stability and distribution of the high-frequency returns of the Ibex35 index

  1. Suárez-García, P.
  2. Gómez-Ullate, D.
Zeitschrift:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Datum der Publikation: 2013

Ausgabe: 392

Nummer: 6

Seiten: 1409-1417

Art: Artikel

DOI: 10.1016/J.PHYSA.2012.11.026 GOOGLE SCHOLAR