dorsal/arxiv
View SchemaPower Laws and Gaussians for Stock Market Fluctuations
| Authors | Caglar Tuncay, Dietrich Stauffer |
|---|---|
| Categories | |
| ArXiv ID | physics/0603173 |
| URL | https://arxiv.org/abs/physics/0603173 |
| DOI | 10.1016/j.physa.2006.07.012 |
Abstract
The daily 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 long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.
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"abstract": "The daily volume of transaction on the New York Stock Exchange and its\nday-to-day fluctuations are analysed with respect to power-law tails as well\nlong-term trends. We also model the transition to a Gaussian distribution for\nlonger time intervals, like months instead of days.",
"arxiv_id": "physics/0603173",
"authors": [
"Caglar Tuncay",
"Dietrich Stauffer"
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"doi": "10.1016/j.physa.2006.07.012",
"title": "Power Laws and Gaussians for Stock Market Fluctuations",
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