Inverse-cubic law of index fluctuation distribution in Indian markets-Reference-Cited by-同舟云学术

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Inverse-cubic law of index fluctuation distribution in Indian markets

Published:2008-03 Issue:8-9 Volume:387 Page:2055-2065
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Pan Raj Kumar,Sinha Sitabhra

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference47 articles.

1. Introduction to Econophysics;Mantegna,1999

2. Theory of Financial Risk and Derivative Pricing;Bouchaud,2003

3. Econophysics of Stock and other Markets,2006

4. Théorie de la spéculation;Bachelier;Ann. Sci. École Norm. Sup. Sér.,1900

5. Brownian motion in the stock market;Osborne,1964

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