Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index
In econophysics, the analysis of the return distribution of a financial asset using statistical physics methods is a long-standing and important issue. This paper systematically conducts an analysis of composite index 1 min datasets over a 17-year period (2005–2021) for both the Shanghai and Shenzhe...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-12-01
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| coleção: | Entropy |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1099-4300/25/1/36 |
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