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Can I read Truncated Levy distribution of SP500 stock index fluctuations. Distribution of one-share fluctuations in a model space on EtoBox?
Truncated Levy distribution of SP500 stock index fluctuations. Distribution of one-share fluctuations in a model space by M.Yu. Romanovsky is a Physics and Astronomy article available to read on EtoBox.
What is Truncated Levy distribution of SP500 stock index fluctuations. Distribution of one-share fluctuations in a model space about?
Truncated Levy distributions of "SP500" stock index uctuations (Mantegna, Stanley, Nature 376 (1995) 46) are obtained in the formerly introduced model (Romanovsky, Physica A 265 (1999) 264) for stock market. A one-body random kinematics in this space corresponds to the one-shares uctuations on stock exchange. The statistics of such kinematics is investigated, and the asymptotic distribution of one-share uctuations was obtained. All results are compared with the known "experimental"
Who reads Truncated Levy distribution of SP500 stock index fluctuations. Distribution of one-share fluctuations in a model space?
It is typically read by researchers, students, and practitioners in Physics and Astronomy.
- Author
- M.Yu. Romanovsky
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-4371)
- Published
- 2000
- Language
- EN
- Field
- Physics and Astronomy (Physical Sciences)