Title of article
Scaling behaviors in differently developed markets
Author/Authors
T. Di Matteo، نويسنده , , T. Aste، نويسنده , , M. M. Dacorogna، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
6
From page
183
To page
188
Abstract
Scaling properties of four different stock market indices are studied in terms of a generalized Hurst exponent approach. We find that the deviations from pure Brownian motion behavior are associated with the degrees of development of the markets and we observe strong differentiations in the scaling properties of markets at different development stage.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2003
Journal title
Physica A Statistical Mechanics and its Applications
Record number
868590
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