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

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

ISSN: 0378-4371

Year of publication: 2013

Volume: 392

Issue: 6

Pages: 1409-1417

Type: Article

DOI: 10.1016/J.PHYSA.2012.11.026 GOOGLE SCHOLAR
Data source: Scopus