Empirical behavior of a world stock index from intra-day to monthly time scales

W. Breymann, D. R. Lüthi () and Eckhard Platen ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2009, vol. 71, issue 4, 511-522

Keywords: 89.65.Gh Economics; econophysics, financial markets, business and management, 89.75.Da Systems obeying scaling laws, (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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DOI: 10.1140/epjb/e2009-00341-x

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