A model for stock market returns: non-Gaussian fluctuations and financial factors

B. Craven () and Sardar Islam

Review of Quantitative Finance and Accounting, 2008, vol. 30, issue 4, 355-370

Keywords: Aggregate stock prices; Returns; Diflogs; Positive feedback; Phases; Kurtosis; Optimism factor; Credit; G10 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11156-007-0066-3

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