Show/Hide Menu
Hide/Show Apps
anonymousUser
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Açık Bilim Politikası
Açık Bilim Politikası
Frequently Asked Questions
Frequently Asked Questions
Browse
Browse
By Issue Date
By Issue Date
Authors
Authors
Titles
Titles
Subjects
Subjects
Communities & Collections
Communities & Collections
Power laws and Gaussians for stock market fluctuations
Download
index.pdf
Date
2007-01-15
Author
Tuncay, Çağlar
Stauffer, Dietrich
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
4
views
4
downloads
The daily financial 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 to their long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.
Subject Keywords
Statistics and Probability
,
Condensed Matter Physics
URI
https://hdl.handle.net/11511/39841
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
DOI
https://doi.org/10.1016/j.physa.2006.07.012
Collections
Department of Physics, Article