izvor podataka: crosbi
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Common scaling patterns in intertrade times of U.S. stocks (CROSBI ID 104169)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Ivanov , Plamen Ch. ; Yuen, Ainslie ; Podobnik, Boris ; Lee, Youngki
Common scaling patterns in intertrade times of U.S. stocks // Physical review. E, Statistical, nonlinear, and soft matter physics, 69 (2004), 5; 056107, 7. doi: 10.1103/PhysRevE.69.056107
Podaci o odgovornosti
Ivanov , Plamen Ch. ; Yuen, Ainslie ; Podobnik, Boris ; Lee, Youngki
engleski
Common scaling patterns in intertrade times of U.S. stocks
We analyze the sequence of time intervals between consecutive stock trades of thirty companies of US economy. We find that the probabilty distributions of intratrade times may be fit by a Weibull distribution....
fluctuations ; economies of scale ; Weibull distribution ; stock markets ; pricing ; pattern formation
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Podaci o izdanju
69 (5)
2004.
056107
7
objavljeno
1539-3755
1550-2376
10.1103/PhysRevE.69.056107
Povezanost rada
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