Power Laws and Gaussians for Stock Market Fluctuations

Caglar Tuncay and Dietrich Stauffer

Papers from arXiv.org

Abstract: The daily volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.

Date: 2006-03
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/physics/0603173 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:physics/0603173

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().