Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index

In econophysics, the analysis of the return distribution of a financial asset using statistical physics methods is a long-standing and important issue. This paper systematically conducts an analysis of composite index 1 min datasets over a 17-year period (2005–2021) for both the Shanghai and Shenzhe...

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Detalles Bibliográficos
Autores principales: Liu, Peng, Zheng, Yanyan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857575/
https://www.ncbi.nlm.nih.gov/pubmed/36673177
http://dx.doi.org/10.3390/e25010036

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857575/
https://www.ncbi.nlm.nih.gov/pubmed/36673177
http://dx.doi.org/10.3390/e25010036

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