Work

Time Duration Decay In Romanian Capital Markets

Year: 2010

Type: article

Abstract: 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

Source: RePEc: Research Papers in Economics

Authors: Mukul Pal, Ioan Alin Nistor

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1578073607

FWCI: 0.689

Cites:

Cited by: 1

Related to: 10