| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 975755 | Physica A: Statistical Mechanics and its Applications | 2007 | 6 Pages |
Abstract
The daily financial volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well to their long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Çağlar Tuncay, Dietrich Stauffer,