๐”– Bobbio Scriptorium
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Japan, Europe, and international financial markets

โœ Scribed by Constantine Bourlakis


Publisher
Springer US
Year
1996
Tongue
English
Weight
234 KB
Volume
29
Category
Article
ISSN
1573-9414

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Persistence and financial markets
โœ S. Jain ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 176 KB

The persistence phenomenon is studied in a financial context by using a novel mapping of the time evolution of the values of shares in a portfolio onto Ising spins. The method is applied to historical data from the London Financial Times Stock Exchange 100 index (FTSE 100) over an arbitrarily chosen