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|標題:||A persistence probability analysis in major financial indices|
|期刊/報告no：:||Journal of the Korean Physical Society, Volume 50, Issue 1, Page(s) 249-253.|
|摘要:||We analyzed twenty world stock market indices and compared the persistence properties among these countries. Two methods were used in the analyses: (1) the price-price correlation analysis technique and (2) the persistence analysis technique. Our studies are based on numerical estimates of the persistence exponent theta(p) and the Hurst exponent H-2, The relation theta(p) = 1 - H-2 among these countries is also discussed.|
|Appears in Collections:||期刊論文|
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