Title of article :
Fluctuations in time intervals of financial data from the view point of the Gini index
Author/Authors :
Naoya Sazuka، نويسنده , , Jun-ichi Inoue، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
5
From page :
49
To page :
53
Abstract :
We propose an approach to explain fluctuations in time intervals of financial markets data from the view-point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution: A good candidate to describe the first passage time of foreign exchange rate. The analytical expression of the Gini index compares well with the value obtained from empirical data.
Journal title :
Physica A Statistical Mechanics and its Applications
Serial Year :
2007
Journal title :
Physica A Statistical Mechanics and its Applications
Record number :
871872
Link To Document :
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