Back to Results
First PageMeta Content
Mathematical finance / Technical analysis / Econometrics / Autocorrelation / Volatility / Normal distribution / Correlation and dependence / Correlation function / Autoregressive conditional heteroskedasticity / Statistics / Time series analysis / Covariance and correlation


RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–236 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org
Add to Reading List

Document Date: 2010-06-16 05:05:12


Open Document

File Size: 288,44 KB

Share Result on Facebook

Company

BMW / IBM / IOP Publishing Ltd / S&P / Frankfurt Stock Exchange / INSTITUTE O F PHYSICS PUBLISHING / /

Country

United States / /

Currency

pence / USD / /

/

Event

Business Partnership / /

IndustryTerm

power-law distribution / empirical finance / power-law decay / power-law nature / power-law tails / power law / Web address / signal processing / power-law tail / physical systems / statistical tool / /

MarketIndex

S&P 500 / S&P / /

Organization

Rama Cont1 Centre / Ecole Polytechnique / /

Position

statistician / hB / Fisher / /

Technology

PDF / /

URL

http /

SocialTag