Scaling of the distribution of fluctuations of financial market indices

von Gopikrishnan, P
Veröffentlicht in: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics (1999)

Statistical properties of the volatility of price fluctuations

von Liu, Y
Veröffentlicht in: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics (1999)

Scaling of the distribution of price fluctuations of individual companies

von Plerou, V
Veröffentlicht in: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics (1999)