Statistical properties of the Indonesian Stock Exchange Index

T. Mart and Y. Surya

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 198-202

Abstract: Using the tools developed for statistical physics, we have analyzed statistical properties of the Indonesian Stock Exchange Index (IHSG). In spite of the small number of available data used in the analysis, the result still shows the universal behavior of complex systems previously found in the leading stock indices. We also found that the fluctuation of the index return becomes more random after the crisis.

Keywords: Econophysics; Statistical mechanics (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:198-202

DOI: 10.1016/j.physa.2004.06.116

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