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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| 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 |