Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Zoltán Palágyi"'
Autor:
Klára Major, Péter Tallos, Gyula Magyarkúti, Péter Medvegyev, Zoltán Palágyi, Balázs Takács, Attila Tasnádi
Publikováno v:
Köz-gazdaság, Vol 14, Iss 2 (2020)
Sokszínű matematika
Externí odkaz:
https://doaj.org/article/659f6125fddd4df3a43401cf12c7156e
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 274:216-221
We discuss some apparently “universal” aspects observed in the empirical analysis of stock price dynamics in financial markets. Specifically we consider (i) the empirical behavior of the return probability density function and (ii) the content of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b84404dc56bf82ad55a8b203fd5c7d8
https://doi.org/10.1016/s0378-4371(99)00395-7
https://doi.org/10.1016/s0378-4371(99)00395-7
Autor:
Zoltán Palágyi, Rosario N. Mantegna
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 269:132-139
We study the development of an emerging market – the Budapest Stock Exchange – by investigating the time evolution of some statistical properties of heavily traded stocks. Moving quarter by quarter over a period of two and a half years we analyze
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1818f02b303f3971ad20aa6d3d8dbf4c
https://doi.org/10.1016/s0378-4371(99)00087-4
https://doi.org/10.1016/s0378-4371(99)00087-4
Publikováno v:
Empirical Science of Financial Fluctuations ISBN: 9784431669951
We compare distributional properties of high frequency (tick by tick) returns of stocks traded at the NASDAQ, NYSE, and BSE (Budapest Stock Exchange). In particular, we model returns with a mixture of a degenerate (zero) and a symmetric stable distri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::984972c2da2ae9adc451f9bfb7898095
https://doi.org/10.1007/978-4-431-66993-7_11
https://doi.org/10.1007/978-4-431-66993-7_11
