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Power Law Behavior of the Central European Stock Markets During the Financial Crisis

  1. 1.
    0333549 - ÚTIA 2010 CZ eng V - Research Report
    Baruník, Jozef - Vácha, Lukáš - Vošvrda, Miloslav
    Power Law Behavior of the Central European Stock Markets During the Financial Crisis.
    [Chování středoevropských trhů počas finanční krize.]
    Praha: ÚTIA AV ČR, 2009. 17 s. Research Report, 2268.
    R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GP402/08/P207
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : power law * stock markets * stable probability distribution
    Subject RIV: AH - Economics

    In the paper we research statistical properties of the Central European stock markets.

    Studujeme statistické vlastnosti středoevropských trhů
    Permanent Link: http://hdl.handle.net/11104/0178500

     
     
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