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Local Scaling Properties and Market Turning Points at Prague Stock Exchange

  1. 1.
    SYSNO0343524
    TitleLocal Scaling Properties and Market Turning Points at Prague Stock Exchange
    Author(s) Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
    Source Title Acta physica Polonica. B. Roč. 41, č. 6 (2010), s. 1001-1014. - : Jagellonian University
    Document TypeČlánek v odborném periodiku
    Grant 118310, CZ - Czech Republic
    GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
    GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryPL
    Keywords scaling * Hurst exponent * extreme events
    URL http://library.utia.cas.cz/separaty/2010/E/kristoufek-local scaling properties and market turning points at prague stock exchange.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0185984
     
Number of the records: 1  

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