Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-03-24
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
We investigate the fluctuation behaviors of financial stock markets by Zipf analysis.
In the present paper, the empirical research is made to describe ensembles and specifics of stock price returns for global stock indices, and the corresponding Zipf distributions are given.
First we study the fluctuation behavior of global stock markets by (m,k)-Zipf method.
Then we consider a dynamic stock price model, and we analyze the absolute frequencies and the relative frequencies for this financial model.
Further, the Zipf distributions of returns for SSE Composite Index are studied for different time scales.
American Psychological Association (APA)
Guo, Yalong& Wang, Jun. 2011. Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method. Mathematical Problems in Engineering،Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-457664
Modern Language Association (MLA)
Guo, Yalong& Wang, Jun. Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method. Mathematical Problems in Engineering No. 2011 (2011), pp.1-13.
https://search.emarefa.net/detail/BIM-457664
American Medical Association (AMA)
Guo, Yalong& Wang, Jun. Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method. Mathematical Problems in Engineering. 2011. Vol. 2011, no. 2011, pp.1-13.
https://search.emarefa.net/detail/BIM-457664
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-457664