Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

• 1 June 2000
• journal article
• rapid note
• Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
• Vol. 15  (4) , 603-606
• https://doi.org/10.1007/s100510051162

Abstract

Keywords

• PACS. 05.40.-A FLUCTUATION PHENOMENA
• RANDOM PROCESSES
• NOISE
• AND BROWNIAN MOTION - 89.90.+N OTHER TOPICS OF GENERAL INTEREST TO PHYSICISTS.

All Related Versions

• Version 1, 2000-02-28, ArXiv