Long correlations and truncated Levy walks applied to the study Latin-American market indices

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This work is devoted to the study of long correlations and other statistical properties of Latin-American market indices. We concluded that the behavior of the return is compatible with a slow convergence to a Gaussian distribution. We also detected long-range correlations in the absolute value of t...

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Detalles Bibliográficos
Autores principales: Jaroszewicz, S., Mariani, M.C., Ferraro, M.
Formato: JOUR
Materias:
Detrended fluctuation analysis
Econophysics
Latin-American indices
Levy flight
Stock market prices
Brownian movement
Correlation methods
Economics
Inventory control
Marketing
Probabilistic logics
Random processes
Statistical methods
Finance
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03784371_v355_n2-4_p461_Jaroszewicz
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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