Scaling Behaviors in Differently Developed Markets

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dc.contributor.authorDi Matteo, Tiziana
dc.contributor.authorAste, Tomaso
dc.contributor.authorDacorogna, Michel
dc.date.accessioned2015-12-13T23:08:19Z
dc.date.available2015-12-13T23:08:19Z
dc.date.issued2003
dc.date.updated2015-12-12T08:13:05Z
dc.description.abstractScaling properties of four different stock market indices were studied in terms of generalized Hurst exponent approach. It was verified that the observed differentiation among different degrees of market development emerged above the numerical fluctuations. The deviations from pure Brownian motion behavior were associated with the degrees of development of the market.
dc.identifier.issn0378-4371
dc.identifier.urihttp://hdl.handle.net/1885/86620
dc.publisherElsevier
dc.sourcePhysica A: Statistical mechanics and its applications
dc.subjectKeywords: Brownian movement; Correlation methods; Mathematical models; Sustainable development; Stock markets; Marketing
dc.titleScaling Behaviors in Differently Developed Markets
dc.typeJournal article
local.bibliographicCitation.lastpage188
local.bibliographicCitation.startpage183
local.contributor.affiliationDi Matteo, Tiziana, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationAste, Tomaso, College of Physical and Mathematical Sciences, ANU
local.contributor.affiliationDacorogna, Michel, Converium Ltd
local.contributor.authoruidDi Matteo, Tiziana, u4044285
local.contributor.authoruidAste, Tomaso, u4044222
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor020406 - Surfaces and Structural Properties of Condensed Matter
local.identifier.ariespublicationMigratedxPub15539
local.identifier.citationvolume324
local.identifier.doi10.1016/S0378-4371(02)01996-9
local.identifier.scopusID2-s2.0-0037562162
local.type.statusPublished Version

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