论文信息 - Power Laws and Gaussians for Stock Market Fluctuations

Power Laws and Gaussians for Stock Market Fluctuations

The daily financial 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 to their long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.

Dietrich Stauffer | Caglar Tuncay | D. Stauffer | Ç. Tuncay

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