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  • 标题:TIME DURATION DECAY IN ROMANIAN CAPITAL MARKETS
  • 本地全文:下载
  • 作者:Pal, Mukul ; Nistor, Ioan Alin
  • 期刊名称:Theoretical and Applied Economics
  • 印刷版ISSN:1841-8678
  • 电子版ISSN:1844-0029
  • 出版年度:2011
  • 卷号:5(558)(supplement)
  • 期号:5(558)(supplement)
  • 页码:641-646
  • 出版社:Asociatia Generala a Economistilor din Romania - AGER
  • 摘要:Classic studies of the probability density of price fluctuations g for stocks and foreign exchanges of several highly developed economies have been interpreted using a power-law probability density function P(g) g−(α+1) with exponent values α > 2, which are outside the L´evy-stable regime 0
  • 关键词:stock market; exponentiality; decay; time.
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