Empirical distributions of Chinese stock returns at different microscopic timescales-Reference-Cited by-同舟云学术

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Empirical distributions of Chinese stock returns at different microscopic timescales

Published:2008-01 Issue:2-3 Volume:387 Page:495-502
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:

Gu Gao-Feng,Chen Wei,Zhou Wei-Xing

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference49 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

2. Theory of Financial Risks: From Statistical Physics to Risk Management;Bouchaud,2000

3. Extreme Financial Risks: From Dependence to Risk Management;Malevergne,2006

4. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

5. Portfolio analysis in a stable paretian market;Fama;Management Sci.,1965

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