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Turbulence and financial markets

✍ Scribed by Mantegna, Rosario N.; Stanley, H. Eugene


Book ID
109798131
Publisher
Nature Publishing Group
Year
1996
Tongue
English
Weight
920 KB
Volume
383
Category
Article
ISSN
0028-0836

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πŸ“œ SIMILAR VOLUMES


Persistence and financial markets
✍ S. Jain πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 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