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

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

ISSN: 0378-4371

Année de publication: 2013

Volumen: 392

Número: 6

Pages: 1409-1417

Type: Article

DOI: 10.1016/J.PHYSA.2012.11.026 GOOGLE SCHOLAR