Title of article :
Power laws and Gaussians for stock market fluctuations
Author/Authors :
Ca?lar Tuncay، نويسنده , , Dietrich Stauffer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
The daily financial volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well to their long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications