Title of article
Applications of statistical mechanics to finance
Author/Authors
Rosario N. Mantegna، نويسنده , , Zolt?n Pal?gyi، نويسنده , , H. Eugene Stanley، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
6
From page
216
To page
221
Abstract
We discuss some apparently “universal” aspects observed in the empirical analysis of stock price dynamics in financial markets. Specifically we consider (i) the empirical behavior of the return probability density function and (ii) the content of economic information in financial time series.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
1999
Journal title
Physica A Statistical Mechanics and its Applications
Record number
866238
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