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Long-time fluctuations in a dynamical model of stock market indices
Ofer Biham
, Zhi Feng Huang
,
Ofer Malcai
,
Sorin Solomon
Racah Institute of Physics
Law
Research output
:
Contribution to journal
›
Article
›
peer-review
12
Scopus citations
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Keyphrases
Central Peak
100%
Dynamical Model
100%
Stock Market Index
100%
Time Fluctuation
100%
Distribution Formula
100%
Stable Distribution
66%
Power-law Decay
66%
Strong Fluctuation
33%
Gaussian Distribution
33%
Peak Height
33%
Financial Time Series
33%
Power-law Distribution
33%
Index Formula
33%
Standard & Poor's 500
33%
Generic Model
33%
Mathematics
Dynamical Model
100%
Stock Market
100%
Power Law
66%
Stable Distribution
66%
Strong Fluctuation
33%
Gaussian Distribution
33%
Closed Form
33%
Power Law Distribution
33%
Time Series
33%
Time Series Analysis
33%
Economics, Econometrics and Finance
Stock Index
100%
Time Series
33%