Concepedia

Power tails of index distributions in chinese stock market

J.W. Zhang, Yingxi Zhang, H. Kleinert

Physica A Statistical Mechanics and its Applications · 2006 · 33 citations · 33 references

DOI

Concepts

References

33

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

, , +11

A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

, , +15

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

, , +17

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

, , +7

A theory of power-law distributions in financial market fluctuations

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · Nature · 2003 · 1.3K citations

, , +14