On fitting the Pareto–Levy distribution to stock market index data: Selecting a suitable cutoff value-Reference-Cited by-同舟云学术

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On fitting the Pareto–Levy distribution to stock market index data: Selecting a suitable cutoff value

Published:2005-08 Issue: Volume:354 Page:437-449
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:

Coronel-Brizio H.F.,Hernández-Montoya A.R.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference27 articles.

1. Introduction to phase transitions and critical phenomena, International Series of Monographs on Physics;Stanley,1987

2. Lectures on Phase Transitions and the Renormalization Group. Frontiers in Physics, Advanced Book Program;Goldenfeld,1992

3. Turbulence: The Legacy of A. Kolmogorov;Frisch,1997

4. Scaling of the distribution of price fluctuations of individual companies

5. Inverse cubic law for the distribution of stock price variations

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