|Table of Contents|

Analyses and Researches of the Universality in Stock Markets(PDF)

《南京师大学报(自然科学版)》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2012年04期
Page:
41-47
Research Field:
物理学
Publishing date:

Info

Title:
Analyses and Researches of the Universality in Stock Markets
Author(s):
Du Guoxiong
Nanjing Institute of Railway Technology,Nanjing,210031
Keywords:
econophysics stock marketsuniversality analyses researches
PACS:
F830.91;F224
DOI:
-
Abstract:
After having compared and analyzed research achievements on the fluctuations of different stock markets made by scholars from different countries, this paper believes that the stock markets do have universality, not only in the probability distribution of returns, but also in the volatility fluctuation and the multifractal distribution of returns. This result is very helpful and provides the framework for further studies on the dynamic mechanism of the fluctuation of stock markets.

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Last Update: 2013-03-11